IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v182y2025ics0304414925000031.html
   My bibliography  Save this article

McKean–Vlasov stochastic equations with Hölder coefficients

Author

Listed:
  • Pascucci, Andrea
  • Rondelli, Alessio

Abstract

This work revisits the well-posedness of non-degenerate McKean–Vlasov stochastic differential equations with Hölder 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.

Suggested Citation

  • Pascucci, Andrea & Rondelli, Alessio, 2025. "McKean–Vlasov stochastic equations with Hölder coefficients," Stochastic Processes and their Applications, Elsevier, vol. 182(C).
    • Handle: RePEc:eee:spapps:v:182:y:2025:i:c:s0304414925000031
    DOI: 10.1016/j.spa.2025.104564
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414925000031
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2025.104564?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chaudru de Raynal, P.E., 2020. "Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift," Stochastic Processes and their Applications, Elsevier, vol. 130(1), pages 79-107.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Frikha, Noufel & Li, Libo, 2021. "Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs," Stochastic Processes and their Applications, Elsevier, vol. 132(C), pages 76-107.
    2. Sharrock, Louis & Kantas, Nikolas & Parpas, Panos & Pavliotis, Grigorios A., 2023. "Online parameter estimation for the McKean–Vlasov stochastic differential equation," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 481-546.
    3. Erny, Xavier, 2022. "Well-posedness and propagation of chaos for McKean–Vlasov equations with jumps and locally Lipschitz coefficients," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 192-214.
    4. Ning, Ning & Wu, Jing & Zheng, Jinwei, 2024. "One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients," Stochastic Processes and their Applications, Elsevier, vol. 171(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:182:y:2025:i:c:s0304414925000031. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.