Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach
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.
Publication Details
- Journal
- ArXiv.org
- Published
- 2025-09-03
- Primary Topic
- Geochemistry and Geologic Mapping
- Type
- article
- Field-Weighted Citation Impact
- 0.00