# Superposition and mimicking theorems for conditional McKean-Vlasov equations

@article{Lacker2020SuperpositionAM, title={Superposition and mimicking theorems for conditional McKean-Vlasov equations}, author={Daniel Lacker and Mykhaylo Shkolnikov and Jiacheng Zhang}, journal={arXiv: Probability}, year={2020} }

We consider conditional McKean-Vlasov stochastic differential equations (SDEs), such as the ones arising in the large-system limit of mean field games and particle systems with mean field interactions when common noise is present. The conditional time-marginals of the solutions to these SDEs satisfy non-linear stochastic partial differential equations (SPDEs) of the second order, whereas the laws of the conditional time-marginals follow Fokker-Planck equations on the space of probability…

## 11 Citations

McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations

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