Translator Disclaimer
2021 Path-distribution dependent SDEs with singular coefficients
Xing Huang
Author Affiliations +
Electron. J. Probab. 26: 1-21 (2021). DOI: 10.1214/21-EJP630

Abstract

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.

Funding Statement

Supported in part by NNSFC (11801406).

Acknowledgments

We are grateful to the editors and referees.

Citation

Download Citation

Xing Huang. "Path-distribution dependent SDEs with singular coefficients." Electron. J. Probab. 26 1 - 21, 2021. https://doi.org/10.1214/21-EJP630

Information

Received: 28 April 2019; Accepted: 27 April 2021; Published: 2021
First available in Project Euclid: 25 May 2021

Digital Object Identifier: 10.1214/21-EJP630

Subjects:
Primary: 60G44, 60H1075

JOURNAL ARTICLE
21 PAGES


SHARE
Vol.26 • 2021
Back to Top