Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach
Fabian Harang, Chengcheng Ling, Peter H. C. Pang
公開日: 2025/9/3
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.