Non-degenerate McKean-Vlasov SDEs with bounded α-Hölder coefficients have unique weak solutions, proven via a new fixed-point argument in a dual-Hölder metric on flows of marginal laws.
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McKean-Vlasov stochastic equations with H\"older coefficients
Non-degenerate McKean-Vlasov SDEs with bounded α-Hölder coefficients have unique weak solutions, proven via a new fixed-point argument in a dual-Hölder metric on flows of marginal laws.