Path-distribution dependent SDEs with singular coefficients

DOI10.1214/21-EJP630zbMath1480.60157arXiv1902.08953MaRDI QIDQ2042762

Xing Huang

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.08953

zbMATH Keywords

Harnack inequalityKrylov's estimateZvonkin's transformpath-distribution dependent SDEs

Mathematics Subject Classification ID

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

Related Items (4)

Least squares estimation for distribution-dependent stochastic differential delay equations ⋮ Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ Long time behavior of stochastic McKean-Vlasov equations

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