Showing math.PRShow all
2 papers · 1 filter
math.PR2025
Existence for low-regularity McKean-Vlasov dynamics via emergence of regularity
Robert Alexander Crowell
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge pos…
math.PR2025
A new approach to stochastic McKean-Vlasov limits with low-regularity coefficients
Robert Alexander Crowell
The empirical measure flow of a McKean-Vlasov -particle system with common noise is a measure-valued process whose law solves an associated martingale problem. We obtain a stabi…