Existence and Uniqueness for McKean-Vlasov Equations with Singular Interactions

Author:

Zhao Guohuan

Funder

Deutsche Forschungsgemeinschaft

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Reference30 articles.

1. Meyer-Brandis, T., Bauer, M., Proske, F.: Strong solutions of mean-field stochastic differential equations with irregular drift. Electron. Commun. Probab. 23(132), 1–35 (2018)

2. Barbu, V., Röckner, M.: Probabilistic representation for solutions to nonlinear fokker-planck equations. SIAM J. Math. Anal. 50(4), 4246–4260 (2018)

3. Barbu, V., Röckner, M.: From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE. Ann. Probab. 48(4), 1902–1920 (2020)

4. Barbu, V., Röckner, M.: Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Stoch. Partial Differ. Equ. Anal. Comput. 9(3), 702–713 (2021)

5. Cardaliaguet, P., Delarue, F., Lasry, J.-M., Lions, P.-L.: The master equation and the convergence problem in mean field games. Annals of Mathematics Studies, vol. 201. Princeton University Press, Princeton, NJ (2019)

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