Existence of weak solutions is shown for distribution-dependent SDEs with Lévy noise using Krylov-type estimates and tightness.
Ergodicity of stochastic differential equations with jumps and singular coefficients.Annales de l’Institut Henri Poincar´ e Probabilit´ es et Statistiques, 56(1):175–229
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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.