One-dimensional McKean–Vlasov stochastic Volterra equations with Hölder diffusion coefficients

Abstract

In this paper, based on the tool of Yamada–Watanabe approximation technique, the well-posedness for solutions to one-dimensional McKean–Vlasov stochastic Volterra equations and the rate of the associated propagation of chaos in the sense of Wasserstein distance are established when the diffusion coefficients are Hölder continuous.