Papers
Topics
Authors
Recent
Search
2000 character limit reached

Distribution Dependent SDEs with Singular Coefficients

Published 4 May 2018 in math.PR | (1805.01682v1)

Abstract: Under integrability conditions on distribution dependent coefficients, existence and uniqueness are proved for McKean-Vlasov type SDEs with non-degenerate noise. When the coefficients are Dini continuous in the space variable, gradient estimates and Harnack type inequalities are derived. These generalize the corresponding results derived for classical SDEs, and are new in the distribution dependent setting.

Summary

No one has generated a summary of this paper yet.

Ai Sparkles Streamline Icon: https://streamlinehq.com Sign Up to Summarize

Paper to Video (Beta)

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Ai Sparkles Streamline Icon: https://streamlinehq.com Sign Up to Generate

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Ai Sparkles Streamline Icon: https://streamlinehq.com Generate Now

Continue Learning

We haven't generated follow-up questions for this paper yet.

Ai Sparkles Streamline Icon: https://streamlinehq.com Generate Now

Authors (2)

  1. Xing Huang 
  2. Feng-Yu Wang 

Collections

Sign up for free to add this paper to one or more collections.

User Circle Single Streamline Icon: https://streamlinehq.com Sign Up