Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion

نویسندگان

چکیده

In this paper, by using the Yamada-Watanabe approximation, well-posedness for one-dimensional path dependent SDEs with $ \alpha $($ \alpha\geq \frac{1}{2} $)-Hölder continuous diffusion is investigated, which together Banach fixed point theorem derives corresponding McKean-Vlasov SDEs. Moreover, interacting particle system also obtained. Finally, associated quantitative propagation of chaos in sense Wasserstein distance studied, combined Girsanov's transform yields total variation as well relative entropy.

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ژورنال

عنوان ژورنال: Discrete and Continuous Dynamical Systems - Series S

سال: 2023

ISSN: ['1937-1632', '1937-1179']

DOI: https://doi.org/10.3934/dcdss.2023021