Existence of weak solutions is shown for distribution-dependent SDEs with Lévy noise using Krylov-type estimates and tightness.
Strong solutions of stochastic equations with singular time dependent drift.Probability Theory and Related Fields, 131(2):154–196
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Weak solution for distribution dependent SDEs driven by L\'{e}vy noise
Existence of weak solutions is shown for distribution-dependent SDEs with Lévy noise using Krylov-type estimates and tightness.