Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes

In this paper, we first establish the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations (MMVSDEs) driven by Lévy noise with non-Lipschitz coefficients. It is important to note that these findings are based upon the well-posedness of strong solutions for MMVSDEs under Lipschitz conditions, which will be stated briefly. Secondly, we study the existence of weak solutions under linear growth condition. Finally, we prove the existence of martingale solutions.

Publication Details

Journal
ArXiv.org
Published
2025-07-19
Primary Topic
Stochastic processes and financial applications
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article
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article

Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes

ArXiv.org
Stochastic processes and financial applications
article

Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes

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Abstract

In this paper, we first establish the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations (MMVSDEs) driven by Lévy noise with non-Lipschitz coefficients. It is important to note that these findings are based upon the well-posedness of strong solutions for MMVSDEs under Lipschitz conditions, which will be stated briefly. Secondly, we study the existence of weak solutions under linear growth condition. Finally, we prove the existence of martingale solutions.

ArXiv.org
Openalex Percentile: Top 42%
Stochastic processes and financial applications
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