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arXiv · 2508.01895

Strong and weak well-posedness of McKean-Vlasov SDEs driven by $α$-stable processes under unified condition

Zimo Hao
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Abstract

In this paper, we consider $α\in (0,2)$ and establish the strong well-posedness of McKean--Vlasov SDEs driven by an $α$-stable process with a Hölder (Besov) kernel $K \in \mathbf{C}^β$, where $β> 1-α$. This condition coincides with the well-known threshold for the weak well-posedness.

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Zimo Hao. 2025-08-18. Strong and weak well-posedness of McKean-Vlasov SDEs driven by $α$-stable processes under unified condition. https://arxiv.org/abs/2508.01895

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