Distribution Dependent SDEs with Hölder Continuous Drift and $\alpha$-Stable Noise

Abstract

In this paper, the existence and uniqueness of the distribution dependent SDEs with Hölder continuous drift driven by $\alpha$-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of Euler-Maruyama method is also obtained. The results cover the ones in the case of distribution independent SDEs.

19 pages