Strong and weak well-posedness of McKean-Vlasov SDEs driven by $\alpha$-stable processes under unified condition

Zimo Hao

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arXiv · 2508.01895

Strong and weak well-posedness of McKean-Vlasov SDEs driven by $\alpha$-stable processes under unified condition

Zimo Hao

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Abstract

In this paper, we consider $\alpha \in (0,2)$ and establish the strong well-posedness of McKean--Vlasov SDEs driven by an $\alpha$-stable process with a H\"older (Besov) kernel $K \in \mathbf{C}^\beta$, where $\beta > 1-\alpha$. This condition coincides with the well-known threshold for the weak well-posedness.

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BibTeX RIS

Zimo Hao. 2025-08-03. Strong and weak well-posedness of McKean-Vlasov SDEs driven by $\alpha$-stable processes under unified condition. https://arxiv.org/abs/2508.01895

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