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


Abstract in English

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.

Download