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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…
math.PR2025
Emergence of regularity for limit points of McKean-Vlasov particle systems
Robert Alexander Crowell
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean…