• 科學研究
    報告題目:

    McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance

    報告人:

    黃興 教授(天津大學)

    報告時間:

    報告地點:

    騰訊會議 ID:499 754 904會議密碼:123456

    報告摘要:

    Existence and uniqueness are proved for McKean-Vlasov type distribution dependent SDEs with singular drifts satisfying an integrability condition in space variable and the Lipschitz condition in distribution variable with respect to $\W_0$ or $\W_0+\W_\theta$ for some $\theta\ge 1$, where $\W_0$ is the total variation distance and $\W_\theta$ is the $L^\theta$-Wasserstein distance. This improves some existing results derived for drifts continuous in the distribution variable with respect to the Wasserstein distance.

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