Weak solution for distribution dependent SDEs driven by L\'{e}vy noise
Probability
2026-04-15 v1
Abstract
In this paper, we establish the existence of weak solutions for distribution-dependent stochastic differential equations (DDSDEs) driven by a broad class of L\'{e}vy noises, where the drift coefficients satisfy specific integrability conditions. This is achieved through the Krylov-type estimate and tightness argument.
Cite
@article{arxiv.2604.12317,
title = {Weak solution for distribution dependent SDEs driven by L\'{e}vy noise},
author = {Mingkun Ye},
journal= {arXiv preprint arXiv:2604.12317},
year = {2026}
}
Comments
18 pages