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
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article
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article

Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach

ArXiv.org
Geochemistry and Geologic Mapping
article

Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach

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Abstract

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.

ArXiv.org
Openalex Percentile: Top 48%
Geochemistry and Geologic Mapping
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Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach · ArXiv.org (2025) | TGRS Research Map | TGRS