Distribution dependent SDEs driven by additive continuous noise
نویسندگان
چکیده
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [17]. provide several criteria for existence and uniqueness of solutions which go beyond classical globally Lipschitz setting. In particular we show well-posedness equation, as well almost sure convergence associated particle system, drifts satisfying either Osgood-continuity, monotonicity, local or Sobolev differentiability type assumptions.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2022
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/22-ejp756