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

DOI10.1007/s10959-024-01356-yMaRDI QIDQ6633192

Xiao-Yu Zhao

Publication date: 5 November 2024

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

zbMATH Keywords

stochastic differential equationsWasserstein distanceweighted variation distance

Mathematics Subject Classification ID

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

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