A killed McKean-Vlasov SDE is shown to be well posed, and the density of its sub-probability law is a weak solution of the associated non-conservative path-dependent McKean PDE.
Randomness in a nonlinear model of sulphation phenomena
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Killed path-dependent McKean-Vlasov SDEs for a probabilistic representation of non-conservative McKean PDEs
A killed McKean-Vlasov SDE is shown to be well posed, and the density of its sub-probability law is a weak solution of the associated non-conservative path-dependent McKean PDE.