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 and with Hurst parameters and . 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