Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion.

In this paper, by using the Yamada-Watanabe approximation, the well-posedness for one-dimensional path dependent SDEs with $ \alpha $($ \alpha\geq \frac{1}{2} $)-Hölder continuous diffusion is investigated, which together with the Banach fixed point theorem derives the well-posedness for the corresponding path dependent McKean-Vlasov SDEs. Moreover, the well-posedness for the interacting particle system is also obtained. Finally, the associated quantitative propagation of chaos in the sense of Wasserstein distance is studied, which combined with the Girsanov's transform yields the quantitative propagation of chaos in total variation distance as well as relative entropy. [ABSTRACT FROM AUTHOR]