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Distribution-dependent SDEs with Hölder continuous drift and α -stable noise
Numerical Algorithms ( IF 2.1 ) Pub Date : 2020-07-11 , DOI: 10.1007/s11075-020-00913-w
Xing Huang , Fen-Fen Yang

In this paper, the existence and uniqueness of the distribution-dependent SDEs with the Hölder continuous drift driven by a α-stable process are investigated. Moreover, by using the Zvonkin-type transformation, the convergence rate of the Euler–Maruyama method and propagation of chaos is also obtained. The results cover the ones in the case of distribution-independent SDEs.



中文翻译:

具有Hölder连续漂移和α稳定噪声的依赖于分布的SDE

本文研究了由α稳定过程驱动的具有Hölder连续漂移的依赖于分布的SDE的存在和唯一性。此外,通过使用Zvonkin型变换,还获得了Euler-Maruyama方法的收敛速度和混沌的传播。结果涵盖了与分布无关的SDE的情况。

更新日期:2020-07-13
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