McKean–Vlasov type stochastic differential equations arising from the random vortex method

We study a class of McKean–Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach we resolve the existence and uniqueness of both the weak and strong solutions for the McKean–Vlasov stochastic different...

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Bibliographic Details
Main Authors: Qian, Z, Yao, Y
Format: Journal article
Language:English
Published: Springer 2021