2019/02/24 by Xing Huang, Huang, Xing
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications #math.PR
paper · pdf · doi:10.48550/arxiv.1902.08953
21pages. arXiv admin note: text overlap with arXiv:1805.01682
arxiv created 2019/02/24 · openalex publication_date 2019/02/24 · arxiv updated 2019/02/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and Harnack type inequalities are derived in the case that the coefficients are Dini continuous in the space variable. These generalize the corresponding results derived for classical functional SDEs with singular coefficients.