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math.PR2025
Well-posedness of McKean-Vlasov SDEs with density-dependent drift
Anh-Dung Le, Stéphane Villeneuve
In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrabil…
math.PR2025
Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Ashot Aleksian, Stéphane Villeneuve
This paper investigates the exit-time problem for time-inhomogeneous diffusion processes. The focus is on the small-noise behavior of the exit time from a bounded positively invari…