Weak solution and invariant probability measure for McKean-Vlasov SDEs with integrable drifts

In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investigated. In addition, by Banach's fixed theorem, the existence and uniqueness of invariant probability measure f...

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Bibliographic Details
Published inJournal of mathematical analysis and applications Vol. 537; no. 2; p. 128318
Main Authors Huang, Xing, Wang, Shen, Yang, Fen-Fen
Format Journal Article
LanguageEnglish
Published Elsevier Inc 15.09.2024
Subjects
Integrable condition
Invariant probability measure
McKean-Vlasov SDEs
Total variation distance
Weak solution
Integrable condition
Invariant probability measure
Weak solution
McKean-Vlasov SDEs
Total variation distance
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ISSN0022-247X
DOI10.1016/j.jmaa.2024.128318

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Summary:In this paper, by utilizing Wang's Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for McKean-Vlasov SDEs with integrable drift is investigated. In addition, by Banach's fixed theorem, the existence and uniqueness of invariant probability measure for symmetric McKean-Vlasov SDEs and stochastic Hamiltonian system with integrable drifts are obtained.
ISSN:0022-247X
DOI:10.1016/j.jmaa.2024.128318