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Path-Distribution Dependent SDEs with Singular Coefficients (1902.08953v1)

Published 24 Feb 2019 in math.PR

Abstract: 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.

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