Abstract
In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and the Harnack type inequalities are derived in the case that the drifts are Dini continuous in the space variable. These generalize the corresponding results derived for classical functional SDEs with singular coefficients.
Funding Statement
Supported in part by NNSFC (11801406).
Acknowledgments
We are grateful to the editors and referees.
Citation
Xing Huang. "Path-distribution dependent SDEs with singular coefficients." Electron. J. Probab. 26 1 - 21, 2021. https://doi.org/10.1214/21-EJP630
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