Distribution dependent SDEs with singular coefficients
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Publication:2010498
DOI10.1016/J.SPA.2018.12.012zbMATH Open1433.60034arXiv1805.01682OpenAlexW2963226686WikidataQ128671003 ScholiaQ128671003MaRDI QIDQ2010498FDOQ2010498
Authors: Xing Huang, Feng-Yu Wang 
Publication date: 27 November 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: Under integrability conditions on distribution dependent coefficients, existence and uniqueness are proved for McKean-Vlasov type SDEs with non-degenerate noise. When the coefficients are Dini continuous in the space variable, gradient estimates and Harnack type inequalities are derived. These generalize the corresponding results derived for classical SDEs, and are new in the distribution dependent setting.
Full work available at URL: https://arxiv.org/abs/1805.01682
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