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arXiv · 2412.00834

McKean-Vlasov stochastic equations with H\"older coefficients

Andrea Pascucci·Alessio Rondelli
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Abstract

This work revisits the well-posedness of non-degenerate McKean-Vlasov stochastic differential equations with H\"older continuous coefficients, recently established by Chaudru de Raynal. We provide a streamlined and direct proof that leverages standard Gaussian estimates for uniformly parabolic PDEs, bypassing the need for derivatives with respect to the measure argument and extending applicability to hypoelliptic PDEs under weaker assumptions.

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Andrea Pascucci, Alessio Rondelli. 2024-12-01. McKean-Vlasov stochastic equations with H\"older coefficients. https://arxiv.org/abs/2412.00834

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