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. The results cover the ones in the case of distribution independent SDEs.