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math.AP2019
Well-posedness of some non-linear stable driven SDEs
Noufel Frikha, Valentin Konakov, Stéphane Menozzi
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric -stable Lévy processes with val…
math.AP2019
From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for Mckean-Vlasov SDEs
Noufel Frikha, Paul-Eric Chaudru de Raynal
This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic di…