Distribution Dependent SDEs with H\"{o}lder Continuous Drift and $\alpha$-Stable Noise
Probability
2019-11-19 v2
Abstract
In this paper, the existence and uniqueness of the distribution dependent SDEs with H\"{o}lder continuous drift driven by -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.
Keywords
Cite
@article{arxiv.1910.03299,
title = {Distribution Dependent SDEs with H\"{o}lder Continuous Drift and $\alpha$-Stable Noise},
author = {Xing Huang and Fen-Fen Yang},
journal= {arXiv preprint arXiv:1910.03299},
year = {2019}
}
Comments
19 pages