Pathwise McKean-Vlasov Theory with Additive Noise

Understand

Abstract.

• We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g.
• exposed in Sznitmann [38].
• Our study was prompted by some concrete problems in battery modelling [23], and also by recent progrss on rough-pathwise McKean-Vlasov theory, notably Cass-Lyons [10], and then Bailleul, Catellier and Delarue [4].