McKean–Vlasov stochastic equations with Hölder coefficients

Andrea Pascucci and Alessio Rondelli

Stochastic Processes and their Applications, 2025, vol. 182, issue C

Abstract: This work revisits the well-posedness of non-degenerate McKean–Vlasov stochastic differential equations with Hölder continuous coefficients, recently established by Chaudru de Raynal. We provide a streamlined and direct proof that leverages standard Gaussian estimates for uniformly parabolic PDEs, bypassing the need for derivatives with respect to the measure argument and extending applicability to hypoelliptic PDEs under weaker assumptions.

Date: 2025
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DOI: 10.1016/j.spa.2025.104564

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