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@article{Crisan:2018:10.1007/s00440-017-0774-0,
author = {Crisan, DO and McMurray, E},
doi = {10.1007/s00440-017-0774-0},
journal = {Probability Theory and Related Fields},
pages = {97--148},
title = {Smoothing properties of McKean-Vlasov SDEs},
url = {http://dx.doi.org/10.1007/s00440-017-0774-0},
volume = {171},
year = {2018}
}

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TY  - JOUR
AB  - 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.
AU  - Crisan,DO
AU  - McMurray,E
DO  - 10.1007/s00440-017-0774-0
EP  - 148
PY  - 2018///
SN  - 1432-2064
SP  - 97
TI  - Smoothing properties of McKean-Vlasov SDEs
T2  - Probability Theory and Related Fields
UR  - http://dx.doi.org/10.1007/s00440-017-0774-0
UR  - http://hdl.handle.net/10044/1/46180
VL  - 171
ER  -

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