Distribution-dependent SDEs with Hölder continuous drift and -stable noise
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Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise
Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise
Abstract: In this paper, the existence and uniqueness of the distribution dependent SDEs with H"{o}lder continuous drift driven by -stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of Euler-Maruyama method is also obtained. The results cover the ones in the case of distribution independent SDEs.
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Cited in
(19)- Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion
- Exponential convergence for functional SDEs with Hölder continuous drift
- Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
- The Euler-Maruyama method for S(F)DEs with Hölder drift and \(\alpha\)-stable noise
- Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients
- Averaging principle for McKean-Vlasov SDEs driven by FBMs
- Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
- Densities for SDEs driven by degenerate \(\alpha\)-stable processes
- Sandwiched SDEs with unbounded drift driven by Hölder noises
- Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts
- The averaging method for doubly perturbed distribution dependent SDEs
- Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
- On the \(\alpha \)-dependence of stochastic differential equations with Hölder drift and driven by \(\alpha \)-stable Lévy processes
- Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts
- The \(\alpha\)-dependence of stochastic differential equations driven by variants of \(\alpha \)-stable processes
- On weak uniqueness and distributional properties of a solution to an SDE with -stable noise
- Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift
- Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
- Distribution dependent SDEs driven by additive continuous noise
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