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math.PR2026
Non-uniqueness for McKean--Vlasov SDEs with Hölder diffusion coefficients
Martin Bergerhausen, Paul Nikolaev, David J. Prömel
We show that uniqueness may fail for one-dimensional McKean--Vlasov stochastic differential equations with Hölder continuous diffusion coefficients. More precisely, for every \(α\i…
math.PR2026
Stability results for distribution-dependent stochastic Volterra equations
Martin Bergerhausen, David J. Prömel
We investigate stability properties of distribution-dependent stochastic Volterra equations with respect to changes in the coefficients, the Volterra kernels, and the initial condi…
math.PR2026
Global universality via discrete-time signatures
Mihriban Ceylan, David J. Prömel
We establish global universal approximation theorems for non-anticipative and general path-dependent functionals on spaces of piecewise linear paths, stating that linear functional…