English

Regularities for distribution dependent SDEs with fractional noises

Probability 2023-04-04 v1

Abstract

In this paper, we investigate the regularities for a class of distribution dependent SDEs driven by two independent fractional noises BHB^H and \tiB\tiH\ti B^{\ti H} with Hurst parameters H(0,1)H\in(0,1) and \tiH(1/2,1)\ti H\in(1/2,1). We establish the log-Harnack inequalities and Bismut formulas for the Lions derivative to this type of equations with distribution dependent noise, in both non-degenerate and degenerate cases. Our proofs consist of utilizing coupling arguments which are indeed backward couplings introduced by F.-Y. Wang \cite{Wang12b}, together with a careful analysis of fractional derivative operator.

Cite

@article{arxiv.2304.00768,
  title  = {Regularities for distribution dependent SDEs with fractional noises},
  author = {Xiliang Fan and Xing Huang and Zewei Ling},
  journal= {arXiv preprint arXiv:2304.00768},
  year   = {2023}
}

Comments

35 pages

R2 v1 2026-06-28T09:45:57.159Z