On the well-posedness of a class of McKean Feynman-Kac equations

14 Oct 2019 Lieber Jonas UMA Oudjane Nadia FiME Lab Russo Francesco UMA

We analyze the well-posedness of a so called McKean Feynman-Kac Equation (MFKE), which is a McKean type equation with a Feynman-Kac perturbation. We provide in particular weak and strong existence conditions as well as pathwise uniqueness conditions without strong regularity assumptions on the coefficients... (read more)

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  • PROBABILITY