Distribution-dependent SDEs with Holder continuous drift and α-stable noise

被引：8
|
作者：
Huang, Xing [1 ]
Yang, Fen-Fen [1 ]
机构：
[1] Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China
来源：
NUMERICAL ALGORITHMS | 2021年 / 86卷 / 02期
关键词：
Distribution-dependent SDEs; Holder continuous; Zvonkin transformation; Euler-Maruyama method; alpha-stable process; STOCHASTIC DIFFERENTIAL-EQUATIONS; CONVERGENCE; APPROXIMATION; DRIVEN; SCHEME;
D O I：
10.1007/s11075-020-00913-w
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, the existence and uniqueness of the distribution-dependent SDEs with the Holder continuous drift driven by a alpha-stable process are investigated. Moreover, by using the Zvonldn-type transformation, the convergence rate of the Euler-Maruyama method and propagation of chaos is also obtained. The results cover the ones in the case of distribution-independent SDEs.
引用
收藏
页码：813 / 831
页数：19
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