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arXiv · 2207.04274

Path Dependent McKean-Vlasov SDEs with H\"{o}lder Continuous Diffusion

Xing Huang·Xucheng Wang
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Abstract

In this paper, the well-posedness for one-dimensional path dependent McKean-Vlasov SDEs with $\alpha$($\alpha\geq \frac{1}{2}$)-H\"{o}lder continuous diffusion is investigated. Moreover, the associated quantitative propagation of chaos in the sense of Wasserstein distance, total variation distance as well as relative entropy is studied.

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Xing Huang, Xucheng Wang. 2022-07-09. Path Dependent McKean-Vlasov SDEs with H\"{o}lder Continuous Diffusion. https://arxiv.org/abs/2207.04274

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