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Strong and weak convergence for the averaging principle of DDSDE with singular drift

Strong and weak convergence for the averaging principle of DDSDE with singular drift

In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized Lp spaces. Using Zvonkin's transformation and estimates for solutions to Kolmogorov equations, we prove that the solutions of the original system strongly and weakly converge to the solution of the averaged system …