Weak solution for distribution dependent SDEs driven by L\'evy noise
Abstract
In this paper, we establish the existence of weak solutions for distribution-dependent stochastic differential equations (DDSDEs) driven by a broad class of L\'evy noises, where the drift coefficients satisfy specific integrability conditions. This is achieved through the Krylov-type estimate and tightness argument.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.