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most citedExistence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients

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math.PR2024

McKean-Vlasov stochastic equations with Hölder coefficients

Andrea Pascucci, Alessio Rondelli

This work revisits the well-posedness of non-degenerate McKean-Vlasov stochastic differential equations with Hölder continuous coefficients, recently established by Chaudru de Rayn…

math.PR2024★ 1 cited

Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients

Andrea Pascucci, Alessio Rondelli, Alexander Yu Veretennikov

We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently…