Infinite-dimensional regularization of McKean–Vlasov equation with a Wasserstein diffusion

@article{Marx2021InfinitedimensionalRO,
  title={Infinite-dimensional regularization of McKean–Vlasov equation with a Wasserstein diffusion},
  author={Victor Marx},
  journal={Annales de l'Institut Henri Poincar{\'e}, Probabilit{\'e}s et Statistiques},
  year={2021}
}
  • Victor Marx
  • Published 24 February 2020
  • Mathematics
  • Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and Lipschitz-continuous with respect to the distance in total variation in its measure variable, see [Jourdain, Mishura-Veretennikov]. In contrast with those works, we consider in this paper a Fokker-Planck equation driven by an infinite-dimensional noise, inspired by the… Expand
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  • Victor Marx
  • Mathematics
  • Stochastics and Partial Differential Equations: Analysis and Computations
  • 2021
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