Regularity Estimates for Singular Density Dependent SDEs

Feng-Yu Wang, Qiumiao Wen, Fen-Fen Yang

Consider the density dependent (i.e. Nemytskii-type) SDEs on ${\mathbb{R}}^d$, where the drift $b_t(x,\rho (x),\rho )$ is locally integrable in $(t,x)\in [0,\infty )\times {\mathbb{R}}^d$ and may…