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Preprints, Working Papers, ... Year : 2024

Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces

Abstract

The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak Hörmander condition. The main result is of existence and uniqueness of a solution in law for the McKean-Vlasov equation, which is formulated as a suitable martingale problem. All analytical tools needed are derived in the paper, such as the well-posedness of the Fokker-Planck and Kolmogorov PDEs with distributional drift, as well as continuity dependence on the coefficients. The solutions to these PDEs naturally live in anisotropic Besov spaces, for which we developed suitable analytical inequalities, such as Schauder estimates.
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Dates and versions

hal-04398701 , version 1 (16-01-2024)

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Elena Issoglio, Stefano Pagliarani, Francesco Russo, Davide Trevisani. Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces. 2024. ⟨hal-04398701⟩
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