Density functions of distribution dependent SDEs driven by Lévy noises

Yulin Song

doi:10.3934/cpaa.2021087

Article Contents

2021, Volume 20, Issue 6: 2399-2419. Doi: 10.3934/cpaa.2021087

This issue Previous Article Asymptotics for the concentrated field between closely located hard inclusions in all dimensions Next Article

Density functions of distribution dependent SDEs driven by Lévy noises

Yulin Song

Department of Mathematics, Nanjing University, Nanjing, 210093, China

Received: October 31, 2020

Revised: March 31, 2021

Early access: May 2021

Published: June 2021

This work is supported by NNSFC (No. 11971227, 11790272)

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Abstract

By Malliavin calculus for Wiener-Poisson functionals and Lions derivative for probability measures, existence and smoothness of density functions for distribution dependent SDEs with Lévy noises are derived.

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Mathematics Subject Classification: Primary: 60H10; Secondary: 60H07.

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