On weak existence of solutions of degenerate McKean--Vlasov equations

TL;DR

This paper establishes a new weak existence result for degenerate multi-dimensional stochastic McKean--Vlasov equations under less restrictive regularity assumptions, advancing the theoretical understanding of such stochastic systems.

Contribution

It introduces a novel weak existence theorem for degenerate McKean--Vlasov equations with relaxed regularity conditions, expanding the scope of solvable stochastic models.

Findings

Proves weak existence under relaxed regularity assumptions.

Extends previous results to degenerate multi-dimensional cases.

Provides a theoretical foundation for further analysis of such equations.

Abstract

A new weak existence result for degenerate multi-dimensional stochastic McKean--Vlasov equation is established under relaxed regularity conditions.