pith. sign in

arxiv: 1809.01742 · v1 · pith:W75MXDEJnew · submitted 2018-09-05 · 🧮 math.PR

On the wellposedness of some McKean models with moderated or singular diffusion coefficient

classification 🧮 math.PR
keywords diffusiondynamicsmckeanterminteractionmodelssomestochastic
0
0 comments X
read the original abstract

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate interaction, previously studied by Meleard and Jourdain in [16], under slightly weaker assumptions, by showing the existence and uniqueness of a weak solution using a Sobolev regularity framework instead of a Holder one. Second, we study the construction of a Lagrangian Stochastic model endowed with a conditional McKean diffusion term in the velocity dynamics and a nondegenerate diffusion term in the position dynamics.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.