Well-Posedness for McKean-Vlasov SDEs Driven by Multiplicative Stable Noises Changsong Deng Xi ng Huang Abstract We establish the well-posedness for a class of McKean-Vlasov SDEs driven by symmetric Q-stable Levy proc...Well-Posedness for McKean-Vlasov SDEs Driven by Multiplicative Stable Noises Changsong Deng Xi ng Huang Abstract We establish the well-posedness for a class of McKean-Vlasov SDEs driven by symmetric Q-stable Levy processes(1/2<α≤1),where the drift coefficient is Holder continuous in space variable,while the noise coeficient is Lipscitz continuous in space variable,and both of them satisfy the Lipschitz condition in distribution variable with respect to Wasserstein distance.If the drift coefficient does not depend on distribution variable,our methodology developed in this paper applies to the caseαe(0,1].The main tool relies on heat kernel estimates for(distribution independent)stable SDEs and Banach's fixed point theorem.展开更多
文摘Well-Posedness for McKean-Vlasov SDEs Driven by Multiplicative Stable Noises Changsong Deng Xi ng Huang Abstract We establish the well-posedness for a class of McKean-Vlasov SDEs driven by symmetric Q-stable Levy processes(1/2<α≤1),where the drift coefficient is Holder continuous in space variable,while the noise coeficient is Lipscitz continuous in space variable,and both of them satisfy the Lipschitz condition in distribution variable with respect to Wasserstein distance.If the drift coefficient does not depend on distribution variable,our methodology developed in this paper applies to the caseαe(0,1].The main tool relies on heat kernel estimates for(distribution independent)stable SDEs and Banach's fixed point theorem.
