Geodesic
On the generalization of the McKean--Vlasov equation to the case where the total mass of particles is infinite
Teoriâ slučajnyh processov, Tome 18 (2012) no. 1, pp. 119-129

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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.
Keywords: Motion with interaction, McKean–Vlasov equation, stochastic differential equations. 
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     author = {M. V. Tantsiura},
     title = {On the generalization of the {McKean--Vlasov} equation to the case where the total mass of particles is infinite},
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M. V. Tantsiura. On the generalization of the McKean--Vlasov equation to the case where the total mass of particles is infinite. Teoriâ slučajnyh processov, Tome 18 (2012) no. 1, pp. 119-129. http://geodesic.mathdoc.fr/item/THSP_2012_18_1_a7/