论文标题

依赖路径的麦基恩 - 维拉索夫(McKean-Vlasov)与霍尔德(Hölder)连续扩散

Path Dependent McKean-Vlasov SDEs with Hölder Continuous Diffusion

论文作者

Huang, Xing, Wang, Xucheng

论文摘要

在本文中,研究了依赖$α$($α\ geq \ frac {1} {2} $)的一维路径依赖的良好性。此外,研究了混乱的相关定量繁殖,从瓦斯汀距离,总变化距离以及相对熵的意义上。

In this paper, the well-posedness for one-dimensional path dependent McKean-Vlasov SDEs with $α$($α\geq \frac{1}{2}$)-Hölder continuous diffusion is investigated. Moreover, the associated quantitative propagation of chaos in the sense of Wasserstein distance, total variation distance as well as relative entropy is studied.

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