Supercritical McKean-Vlasov SDE driven by cylindrical $\alpha$-stable process

Zimo Hao, Chongyang Ren, Mingyan Wu

In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical $\alpha$-stable process in ${\mathbb{R}}^d$ with $\alpha \in (0,1)$: $$ \…