2022/07/23 by Xing Huang, Huang, Xing, Feng‐Yu Wang +1
Mathematics · Health Professions · Economics, Econometrics and Finance · #Advanced Harmonic Analysis Research #Global Health Care Issues #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2207.11536
The log-Harnack inequality and Bismut formula are established for McKean-Vlasov SDEs with singularities in all (time, space, distribution) variables, where the drift satisfies an integrability condition in time-space, and the continuity in distribution may be weaker than Dini. The main results considerably improve the existing ones for the case where the drift is L-differentiable and Lipschitz continuous in distribution with respect to the 2-Wasserstein distance.