Distribution Dependent SDEs with H\"{o}lder Continuous Drift and $\alpha$-Stable Noise

17 Nov 2019 Huang Xing Yang Fen-Fen

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... (read more)

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