Well-posedness for path-distribution dependent stochastic differential equations with singular drifts

DOI10.1007/S10959-024-01356-YMaRDI QIDQ6633192zbMATH OpenFDO

Authors Xiaoyu Zhao

Publication date 5 November 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10959-024-01356-Y

zbMATH Keywords

stochastic differential equationsWasserstein distanceweighted variation distance

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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• Asymptotic Analysis for Functional Stochastic Differential Equations
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• Distribution dependent stochastic differential equations
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• Estimates and regularity results for the DiPerna-Lions flow
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• On the strong Feller property for stochastic delay differential equations with singular drift
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• Path-distribution dependent SDEs with singular coefficients
• Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality
• Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
• Strong solutions for functional SDEs with singular drift
• Well-posedness and stability for a class of stochastic delay differential equations with singular drift
• Well-posedness of distribution dependent SDEs with singular drifts

Cited in

(1)

• Path-distribution dependent SDEs: well-posedness and asymptotic log-Harnack inequality

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