| Autor: |
Li, Jiawei, Qian, Zhongmin |
| Rok vydání: |
2024 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular interacting kernels such as the Biot-Savart kernel. A new estimate for the transition probability density of diffusion processes will be formulated to handle the singularity of the interacting kernel. The existence and uniqueness of the weak solution of such SDEs will be established as the main result. |
| Databáze: |
arXiv |
| Externí odkaz: |
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