<p>We establish the well-posedness for a class of McKean–Vlasov SDEs driven by symmetric <i>α</i>-stable Lévy processes (<InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10114_2025_4030_Article_IEq1.gif" Format="GIF" Height="22" Rendition="HTML" Resolution="72" Type="Linedraw" Width="73" /> </InlineMediaObject> <EquationSource Format="TEX">\({1 \over 2} &lt;\alpha \leq 1\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <mo>&lt;</mo> <mi>α</mi> <mo>≤</mo> <mn>1</mn> </math></EquationSource> </InlineEquation>), where the drift coefficient is Hölder continuous in space variable, while the noise coefficient is Lipscitz continuous in space variable, and both of them satisfy the Lipschitz condition in distribution variable with respect to Wasserstein distance. If the drift coefficient does not depend on distribution variable, our methodology developed in this paper applies to the case <i>α</i> ∈ (0, 1]. The main tool relies on heat kernel estimates for (distribution independent) stable SDEs and Banach’s fixed point theorem.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Well-Posedness for McKean–Vlasov SDEs Driven by Multiplicative Stable Noises

  • Changsong Deng,
  • Xing Huang

摘要

We establish the well-posedness for a class of McKean–Vlasov SDEs driven by symmetric α-stable Lévy processes ( \({1 \over 2} <\alpha \leq 1\) 1 2 < α 1 ), where the drift coefficient is Hölder continuous in space variable, while the noise coefficient is Lipscitz continuous in space variable, and both of them satisfy the Lipschitz condition in distribution variable with respect to Wasserstein distance. If the drift coefficient does not depend on distribution variable, our methodology developed in this paper applies to the case α ∈ (0, 1]. The main tool relies on heat kernel estimates for (distribution independent) stable SDEs and Banach’s fixed point theorem.