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arXiv · 2507.13149

McKean-Vlasov equations with rough common noise

Peter K. Friz·Antoine Hocquet·Khoa Lê
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Abstract

We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective requirements of Ito and rough path theory. To achieve these goals, we work in the framework of rough stochastic differential equations recently developed by the authors of this article.

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Peter K. Friz, Antoine Hocquet, Khoa Lê. 2025-07-17. McKean-Vlasov equations with rough common noise. https://arxiv.org/abs/2507.13149

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