Nonlinear McKean-Vlasov diffusions under the weak Hormander condition with quantile-dependent coefficients
Abstract
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\"ormander 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.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.