Distribution Dependent SDEs with H\'{o}lder Continuous Drift and $\alpha$-Stable Noise
| Autor: | Huang, Xing, Yang, Fen-Fen |
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| Rok vydání: | 2019 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this paper, the existence and uniqueness of the distribution dependent SDEs with H\"{o}lder continuous drift driven by $\alpha$-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of Euler-Maruyama method is also obtained. The results cover the ones in the case of distribution independent SDEs. Comment: 19 pages |
| Databáze: | arXiv |
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