Density Dependent Singular Stochastic Differential Equations
The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz continuous in the distribution density with respect to a local $L^k$-norm. Density dependent reflecting SDEs are also studied.
Singular Density Dependent Stochastic Differential Equations ∗ arXiv:2112.13026v5 [math.PR] 8 Sep 2023 Feng-Yu Wang Center for Applied Mathematics, Tianjin University, Tianjin 300072, China Department of Mathematics, Swansea University, Bay Campus, SA1 8EN, United Kingdom…
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