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math.PR2026
Extrinsic derivatives for SDEs and SPDEs with distribution dependent noise
Xiaochen Ma, Panpan Ren
The Bismut formula is a crucial tool characterizing regularities of stochastic systems, and has been extensively studied for various models. However it is not yet available for SDE…
math.PR2026
McKean-Vlasov SDEs with Local Distributional Interactions: Well-Posedness and Entropy-Cost Estimates
Xing Huang, Panpan Ren, Feng-Yu Wang
We study McKean-Vlasov SDEs with interaction kernels in $\tt W^{-\dd,k},$ the local negative Sobolev space on with indexes $\dd \in [0,\infty)$ and We der…