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

DOI10.1007/S10959-024-01356-YMaRDI QIDQ6633192FDO

Authors Xiaoyu Zhao

Publication date 5 November 2024

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

zbMATH Keywords

Wasserstein distancestochastic differential equationsweighted variation distance

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3936125 (Why is no real title available?)
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• Well-posedness of distribution dependent SDEs with singular drifts
• \(L^q(L^p)\)-theory of stochastic differential equations

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