Regularity of laws for distribution dependent SDEs with fractional noises
In this paper, we investigate the regularity of laws for a class of distribution dependent SDEs driven by two independent fractional noises BH and B˜H˜ with Hurst parameters H∈(0,1) and H˜∈(1∕2,1). We establish the log-Harnack inequalities and Bismut formulas for the Lions derivative to this type of equations with distribution dependent noise, in both non-degenerate and degenerate cases. Our proofs consist of utilizing coupling arguments which are indeed backward couplings introduced by F.-Y. Wang [36], together with a careful analysis of fractional derivative operator.
Authors
- Zewei Ling
- Xing Huang (ORCID: https://orcid.org/0000-0001-7390-8771)
- Xiliang Fan
Institutions
- Tianjin University (CN)
- Anhui Normal University (CN)
Publication Details
- Journal
- Electronic Journal of Probability
- Published
- 2025-01-01
- DOI
- https://doi.org/10.1214/25-ejp1324
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00