{
  "id": "1702.01397",
  "version": "v1",
  "published": "2017-02-05T13:07:56.000Z",
  "updated": "2017-02-05T13:07:56.000Z",
  "title": "Smoothing properties of McKean-Vlasov SDEs",
  "authors": [
    "Dan Crisan",
    "Eamon McMurray"
  ],
  "comment": "34 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this article, we develop integration by parts formulae on Wiener space for solutions of SDEs with general McKean-Vlasov interaction and uniformly elliptic coefficients. These integration by parts formulae hold both for derivatives with respect to a real variable and derivatives with respect to a measure understood in the sense of Lions. They allows us to prove the existence of a classical solution to a related PDE with irregular terminal condition. We also develop bounds for the derivatives of the density of the solutions of McKean-Vlasov SDEs.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-02-05T13:07:56.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "mckean-vlasov sdes",
      "smoothing properties",
      "irregular terminal condition",
      "general mckean-vlasov interaction",
      "derivatives"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 34,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}