Well-posedness of distribution dependent SDEs with singular drifts
نویسندگان
چکیده
Consider the following distribution dependent SDE: dXt=?t(Xt,?Xt)dWt+bt(Xt,?Xt)dt, where ?Xt stands for of Xt. In this paper non-degenerate ?, we show strong well-posedness above SDE under some integrability assumptions in spatial variable and Lipschitz continuity ? about b ?. particular, extend results Krylov–Röckner (Probab. Theory Related Fields 131 (2005) 154–196) to case.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2021
ISSN: ['1573-9759', '1350-7265']
DOI: https://doi.org/10.3150/20-bej1268