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相关论文: On the wellposedness of some McKean models with mo…

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We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

偏微分方程分析 · 数学 2019-10-15 Noufel Frikha , Valentin Konakov , Stéphane Menozzi

This work focuses on the well-posedness of McKean-Vlasov stochastic differential delay equations. Under suitable lipschitz conditions on the drift and diffusion terms, along with a distribution dependent Lyapunov condition, this paper shows…

概率论 · 数学 2025-07-01 Dan Noelck

We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…

概率论 · 数学 2015-08-26 Dario Trevisan

This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any degree. We first prove the well-posedness of the underlying…

概率论 · 数学 2024-06-18 Zhang Chen , Bixiang Wang

In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise…

概率论 · 数学 2025-11-20 Anh-Dung Le , Stéphane Villeneuve

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…

概率论 · 数学 2022-01-26 Xicheng Zhang

The well-posedness for SDEs with singularity in both space and distribution variables is derived, where the interacting drift term is bounded and Lipschitz continuous under total variation distance and the diffusion term is allowed to be…

概率论 · 数学 2025-07-25 Xing Huang

This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…

概率论 · 数学 2026-02-09 Zhuoqi Liu , Qian Guo , Shuaibin Gao , Chenggui Yuan

In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…

概率论 · 数学 2024-03-29 Gunther Leobacher , Christoph Reisinger , Wolfgang Stockinger

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of…

概率论 · 数学 2010-10-18 Carlo Marinelli , Michael Röckner

This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz…

概率论 · 数学 2025-08-22 Ying Ma , Huijie Qiao

The well-posedness is established for McKean-Vlasov SDEs driven by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuous in space variable and Lipschitz continuous in distribution variable with respect to…

概率论 · 数学 2023-06-21 Chang-Song Deng , Xing Huang

A reaction-diffusion equation with power nonlinearity formulated either on the half-line or on the finite interval with nonzero boundary conditions is shown to be locally well-posed in the sense of Hadamard for data in Sobolev spaces. The…

偏微分方程分析 · 数学 2018-10-15 A. Alexandrou Himonas , Dionyssios Mantzavinos , Fangchi Yan

This work's major intention is the investigation of the well-posedness of certain cross-diffusion equations in the class of bounded functions. More precisely, we show existence, uniqueness and stability of bounded weak solutions under the…

偏微分方程分析 · 数学 2020-11-19 Christian Seis , Dominik Winkler

Conditional McKean-Vlasov control problems involve controlling McKean-Vlasov diffusions where the interaction occurs through the law of the state process conditionally on it staying in a domain. Introduced by Lions in his 2016 lectures at…

概率论 · 数学 2025-10-09 René Carmona , Ludovic Tangpi , Kaiwen Zhang

We study the well-posedness of a modified degenerate Cahn-Hilliard type model for surface diffusion. With degenerate phase-dependent diffusion mobility and additional stabilizing function, this model is able to give the correct sharp…

偏微分方程分析 · 数学 2022-04-19 Xiaohua Niu , Yang Xiang , Xiaodong Yan

We consider aggregation-diffusion equations with merely bounded nonlocal interaction potential $K$. We are interested in establishing their well-posedness theory when the nonlocal interaction potential $K$ is neither differentiable nor…

偏微分方程分析 · 数学 2025-10-14 José A. Carrillo , Yurij Salmaniw , Jakub Skrzeczkowski

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

经典分析与常微分方程 · 数学 2021-04-23 Paul-Eric Chaudru de Raynal , Noufel Frikha

In this paper, we study a two-species model in the form of a coupled system of nonlinear stochastic differential equations (SDEs) that arises from a variety of applications such as aggregation of biological cells and pedestrian movements.…

偏微分方程分析 · 数学 2018-10-03 Manh Hong Duong , Julian Tugaut

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

偏微分方程分析 · 数学 2019-01-09 Benjamin Fehrman , Benjamin Gess
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