Add to ORKGWe investigate the well-posedness of distribution dependent SDEs with singular coefficients. Existence is proved when the diffusion coefficient satisfies some non-degeneracy and mild regularity assumptions, and the drift coefficient satisfies an integrability condition and a continuity condition with respect to the (generalized) total variation distance. Uniqueness is also obtained under some additional Lipschitz type continuity assumptions.Comment: 26 pages. All comments are welcom
New weak and strong existence and weak and strong uniqueness results for the solutions of multi-dime...
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogene...
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamil...
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under mo...
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov s...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
In this paper, we prove the existence and uniqueness of solutions as well as ergodicity for McKean-V...
We study distribution dependent stochastic differential equations with irregular, possibly distribut...
By using Zvonkin's transformation and a two-step fixed point argument in distributions, the well-pos...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss ex...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
New weak and strong existence and weak and strong uniqueness results for the solutions of multi-dime...
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogene...
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamil...
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under mo...
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov s...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
In this paper, we prove the existence and uniqueness of solutions as well as ergodicity for McKean-V...
We study distribution dependent stochastic differential equations with irregular, possibly distribut...
By using Zvonkin's transformation and a two-step fixed point argument in distributions, the well-pos...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss ex...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
New weak and strong existence and weak and strong uniqueness results for the solutions of multi-dime...
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogene...
The dimension free Harnack inequality is established for the distribution dependent stochastic Hamil...