





















In this paper, we establish the existence of weak solutions for distribution-dependent stochastic differential equations (DDSDEs) driven by a broad class of Lévy noises, where the drift coefficients satisfy specific integrability conditions. This is achieved through the Krylov-type estimate and tightness argument.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。