Distribution dependent SDEs driven by fractional Brownian motions
نویسندگان
چکیده
In this paper we study a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter H∈(0,1/2)∪(1/2,1). We prove the well-posedness type equations, and then establish general result on Bismut formula for Lions derivative using Malliavin calculus. As applications, provide formulas kind both non-degenerate degenerate cases, obtain estimates total variation distance between laws two solutions.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2022
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2022.05.007