Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866918135276240896 |
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| author | Harang, Fabian Ling, Chengcheng Pang, Peter H. C. |
| author_facet | Harang, Fabian Ling, Chengcheng Pang, Peter H. C. |
| contents | We establish the existence of weak solutions to a class of distribution-dependent stochastic differential equations (DDSDEs) with possibly degenerate multiplicative noise and singular coefficients. Extending the weak existence techniques introduced by Bechtold & Hofmanova 2023 to a distribution-dependent framework, we utilize pathwise averaging and local-time decomposition methods to show how irregular noise effectively regularizes analytical challenges associated with degeneracies in stochastic systems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_03665 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach Harang, Fabian Ling, Chengcheng Pang, Peter H. C. Probability Classical Analysis and ODEs We establish the existence of weak solutions to a class of distribution-dependent stochastic differential equations (DDSDEs) with possibly degenerate multiplicative noise and singular coefficients. Extending the weak existence techniques introduced by Bechtold & Hofmanova 2023 to a distribution-dependent framework, we utilize pathwise averaging and local-time decomposition methods to show how irregular noise effectively regularizes analytical challenges associated with degeneracies in stochastic systems. |
| title | Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach |
| topic | Probability Classical Analysis and ODEs |
| url | https://arxiv.org/abs/2509.03665 |