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Order preservation for path-distribution dependent SDEs

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The third author is supported by NNSFC (11771326, 11431014).
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  • Sufficient and necessary conditions are presented for the order preservation of path-distribution dependent SDEs. Differently from the corresponding study of distribution independent SDEs, to investigate the necessity of order preservation for the present model we need to construct a family of probability spaces in terms of the ordered pair of initial distributions.

    Mathematics Subject Classification: Primary: 60H1075, 60G44.


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