ﻻ يوجد ملخص باللغة العربية
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.
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of solutions whi
By using the technique of the Zvonkins transformation and the classical Khasminkiis time discretization method, we prove the averaging principle for slow-fast stochastic partial differential equations with bounded and H{o}lder continuous drift coeffi
In this paper, we first prove that the existence of a solution of SDEs under the assumptions that the drift coefficient is of linear growth and path--dependent, and diffusion coefficient is bounded, uniformly elliptic and Holder continuous. We apply
In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as the local time of the unknown
In this paper, the discrete parameter expansion is adopted to investigate the estimation of heat kernel for Euler-Maruyama scheme of SDEs driven by {alpha}-stable noise, which implies krylovs estimate and khasminskiis estimate. As an application, the