• Corpus ID: 239016135

Singular McKean-Vlasov SDEs: Well-Posedness, Regularities and Wangs Harnack Inequality

@inproceedings{Ren2021SingularMS,
  title={Singular McKean-Vlasov SDEs: Well-Posedness, Regularities and Wangs Harnack Inequality},
  author={Panpan Ren},
  year={2021}
}
The well-posedness and regularity estimates in initial distributions are derived for singular McKean-Vlasov SDEs, where the drift contains a locally standard integrable term and a superlinear term in the spatial variable, and is Lipchitz continuous in the distribution variable with respect to a weighted variation distance. When the superlinear term is strengthened to be Lipschitz continuous, Wang’s Harnack inequality is established. These results are new also for the classical Itô SDEs where… 

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