Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion

24 Feb 2020 Marx Victor JAD

Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and Lipschitz-continuous with respect to the distance in total variation in its measure variable, see [Jourdain, Mishura-Veretennikov]... (read more)

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