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Distribution-dependent SDEs with Hölder continuous drift and α-stable noise

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Abstract

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.

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Authors and Affiliations

  1. Center for Applied Mathematics, Tianjin University, Tianjin, 300072, China

    Xing Huang & Fen-Fen Yang

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  1. Xing Huang
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  2. Fen-Fen Yang
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Correspondence to Fen-Fen Yang.

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Supported in part by NNSFC (11801406).

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Huang, X., Yang, FF. Distribution-dependent SDEs with Hölder continuous drift and α-stable noise. Numer Algor 86, 813–831 (2021). https://doi.org/10.1007/s11075-020-00913-w

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