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math.PR2026
A non-local singular non-linear Fokker-Planck PDE
Luca Bondi, Elena Issoglio, Francesco Russo
The focus of this paper is a non-local singular non-linear Fokker-Planck partial differential equation (PDE). The peculiarity of this PDE feature is in its divergence coefficient,…
math.PR2026
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
Luis Mario Chaparro Jaquez, Elena Issoglio, Jan Palczewski
We study a one-dimensional McKean-Vlasov stochastic differential equation (SDE) with a drift equal to a product of a distribution depending on the state of the process and a non-li…