Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise
نویسندگان
چکیده
By using Zvonkin's transformation and a two-step fixed point argument in distributions, the well-posedness regularity estimates are derived for singular McKean-Vlasov SDEs with distribution dependent noise, where drift contains term growing linearly space locally integrable independent of distribution, while noise coefficient is weakly differentiable Lipschitz continuous respect to sum Wasserstein weighted variation distances. The main results extend existing ones coefficients either or having nice linear functional derivatives distribution. Singular reflecting also studied.
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2022
ISSN: ['0022-247X', '1096-0813']
DOI: https://doi.org/10.1016/j.jmaa.2022.126301