In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and the Harnack type inequalities are derived in the case that the drifts are Dini continuous in the space variable. These generalize the corresponding results derived for classical functional SDEs with singular coefficients.
Supported in part by NNSFC (11801406).
We are grateful to the editors and referees.
"Path-distribution dependent SDEs with singular coefficients." Electron. J. Probab. 26 1 - 21, 2021. https://doi.org/10.1214/21-EJP630