Constructs a pathwise-unique strong solution to a singular McKean-Vlasov SDE whose marginal laws are the fundamental solutions of the nonlinear Finsler heat equation on Minkowski normed spaces.
Kolokoltsov.Markov Processes, Semigroups and Generators, volume 38 ofDe Gruyter Studies in Mathematics
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Brownian motion in Minkowski normed spaces
Constructs a pathwise-unique strong solution to a singular McKean-Vlasov SDE whose marginal laws are the fundamental solutions of the nonlinear Finsler heat equation on Minkowski normed spaces.