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Nonlinear McKean-Vlasov diffusions under the weak Hormander condition with quantile-dependent coefficients by Hu, Yaozhong; Kouritzin, Michael A.; Zheng, Jiayu is a scholarly article available to read on EtoBox.

What is Nonlinear McKean-Vlasov diffusions under the weak Hormander condition with quantile-dependent coefficients about?

In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H\"{o}rmander condition. The approach relies on the apriori bounds for the density of the solution to time inhomogeneous diffusions. The time inhomogeneous Feynman-Fac formula is used to construct a contraction map for this degenerate system.

Author

Hu, Yaozhong; Kouritzin, Michael A.; Zheng, Jiayu

Published

2021

Language

EN