https://9lib.org/document/zlgv58n2-itiswellknownthatstochasticdifferentialequationsofitˆotypegeneratelineardiffusion-amoregeneralclassofstochasticsystemsisgovernedbymckean-vlasovequationsinwhichthecoefficientsarenotonlyfunctionsofthestatebutalsooftheprobabilitymeasureinducedbythestateitself-th.html