Distribution Dependent SDEs with Hölder Continuous Drift and α-Stable Noise

2019/10/08 by Xing Huang, Huang, Xing, Fen-Fen Yang +1
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1910.03299

19 pages

arxiv created 2019/11/17 · arxiv updated 2019/11/19

Abstract

In this paper, the existence and uniqueness of the distribution dependent SDEs with Hölder continuous drift driven by α-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of Euler-Maruyama method is also obtained. The results cover the ones in the case of distribution independent SDEs.

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