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

Authors :
Huang, Xing
Yang, Fen-Fen
Publication Year :
2019

Abstract

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.<br />Comment: 19 pages

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1910.03299
Document Type :
Working Paper