On the generalization of the McKean--Vlasov equation to the case where the total mass of particles is infinite

M. V. Tantsiura
Theory of Stochastic Processes
Vol.18 (34), no.1, 2012, pp.119-127
The McKean--Vlasov equation describing the motion of a system of particles with infinite total mass is considered. The theorem of existence and uniqueness of a solution is proved. The solution is constructed by passing to the limit from that for the systems of particles having a finite total mass.