Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations

Ying Ma; Huijie Qiao

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arXiv · 2508.15301

Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations

Ying Ma·Huijie Qiao

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Abstract

This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz conditions. Then by constructing Lipschitz approximation sequences, we generalize the result to the case of the non-Lipschitz conditions. Finally, based on the obtained results, the well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations under the non-Lipschitz conditions is established by iterating in distributions.

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BibTeX RIS

Ying Ma, Huijie Qiao. 2025-08-21. Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations. https://arxiv.org/abs/2508.15301

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