Special Session 88: Recent developments in stochastic analysis and related topics

Singular McKean-Vlasov equations

Xicheng Zhang
Beijing Institute of Technology
Peoples Rep of China
Co-Author(s):    Z. Hao, S. Menozzi, F. Jabir, M. R\ockner
Abstract:
We establish the local and global well-posedness of weak and strong solutions for second-order fractional mean-field SDEs. These equations involve singular or distribution interaction kernels and measure initial values, with examples including Newton or Coulomb potentials, Riesz potentials, Biot-Savart law, among others. Our analysis relies on the theory of anisotropic Besov spaces. Building on the well-posedness results of the McKean-Vlasov equations, we investigate the propagation of chaos for moderately interacting particle systems with singular kernels and derive quantitative convergence rates.