Pub Date : 2025-05-15DOI: 10.1007/s10114-025-4030-8
Changsong Deng, Xing Huang
We establish the well-posedness for a class of McKean–Vlasov SDEs driven by symmetric α-stable Lévy processes (({1 over 2} <alpha leq 1)), where the drift coefficient is Hölder continuous in space variable, while the noise coefficient is Lipscitz continuous in space variable, and both of them satisfy the Lipschitz condition in distribution variable with respect to Wasserstein distance. If the drift coefficient does not depend on distribution variable, our methodology developed in this paper applies to the case α ∈ (0, 1]. The main tool relies on heat kernel estimates for (distribution independent) stable SDEs and Banach’s fixed point theorem.
建立了一类由对称α-稳定lsamvy过程(({1 over 2} <alpha leq 1))驱动的McKean-Vlasov SDEs的适定性,其中漂移系数在空间变量上是Hölder连续的,噪声系数在空间变量上是Lipscitz连续的,并且它们在分布变量上都满足关于Wasserstein距离的Lipschitz条件。如果漂移系数不依赖于分布变量,则本文开发的方法适用于α∈(0,1)的情况。主要工具依赖于(分布无关的)稳定SDEs的热核估计和Banach不动点定理。
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