Existence and uniqueness of weak solutions hold for McKean-Vlasov SDEs with common noise and conditional expectation interactions under bounded measurable drifts (with individual noise) or additional Lipschitz conditions (without it), plus propagation of chaos for particle systems.
(2016), Conce ntration inequalities: A Nonasymptotic Theory of Independence, Oxford
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
Existence and uniqueness of weak solutions hold for McKean-Vlasov SDEs with common noise and conditional expectation interactions under bounded measurable drifts (with individual noise) or additional Lipschitz conditions (without it), plus propagation of chaos for particle systems.