Path Dependent McKean-Vlasov SDEs with Hölder Continuous Diffusion

Published 9 Jul 2022 in math.PR | (2207.04274v2)

Abstract: In this paper, the well-posedness for one-dimensional path dependent McKean-Vlasov SDEs with $\alpha$($\alpha\geq \frac{1}{2}$)-H\"{o}lder 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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