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Potential Analysis
Article . 2023 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2021
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Nonlinear McKean-Vlasov Diffusions under the Weak Hörmander Condition with Quantile-Dependent Coefficients

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 10 Jul 2023Embargo end date: 01 Jan 2021Publisher:Springer Science and Business Media LLCJournal:Potential Analysis, volume 60, pages 1,093-1,119 (issn: 0926-2601, eissn: 1572-929X, Copyright policy )Funded by:NSERC | unidentified
Authors: Hu, Yaozhong; Kouritzin, Michael A.; Zheng, Jiayu;

doi: 10.1007/s11118-023-10080-x , 10.48550/arxiv.2101.04080

arXiv: http://arxiv.org/abs/2101.04080 , 2101.04080

Nonlinear McKean-Vlasov Diffusions under the Weak Hörmander Condition with Quantile-Dependent Coefficients

Abstract

In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H��rmander condition. The approach relies on the apriori bounds for the density of the solution to time inhomogeneous diffusions. The time inhomogeneous Feynman-Fac formula is used to construct a contraction map for this degenerate system.

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Keywords

Probability (math.PR), FOS: Mathematics, Mathematics - Probability

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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