Well-Posedness for Singular McKean-Vlasov Stochastic Differential Equations
报告题目(Title)：Well-Posedness for Singular McKean-Vlasov Stochastic Differential Equations
报告人(Speaker)：黄兴 （天津大学）
地点(Place)：腾讯会议 ID：632 107 305, 密码：123456
时间(Time)：2021 年 11月 15 日（周一） 15:40--16:40
邀请人(Inviter)：蒲飞
报告摘要
By using Zvonkin's transform and parametrix expansion along a non-homogeneous heat kernel with respect to a frozen SDE, the well-posedness is proved for a McKean-Vlasov SDE with distribution dependent noise and singular drift, where the drift may be discontinuous in both weak topology and total variation distance, and is bounded by a linear growth term in distribution plus a locally integrable term in time-space. This extends existing results derived in the literature for distribution independent noise or time-space locally integrable drift.
