Special Session 88: Recent developments in stochastic analysis and related topics
Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients
Andrea Pascucci
University of Bologna Italy
Co-Author(s): Alessio Rondelli, Alexander Yu Veretennikov
Abstract:
We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently introduced by the third author. Under certain structural conditions, we also establish results concerning both weak and strong well-posedness.