We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [17]. We provide several criteria for existence and uniqueness of solutions which go beyond the classical globally Lipschitz setting. In particular we show well-posedness of the equation, as well as almost sure convergence of the associated particle system, for drifts satisfying either Osgood-continuity, monotonicity, local Lipschitz or Sobolev differentiability type assumptions.

We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $$H\in (0,1)$$ H ∈ ( 0 , 1 ) . We establish strong well-posedness under a variety of assumptions on the drift; these include the choice $$\begin{aligned} B(\cdot ,\mu )=(f*\mu )(\cdot ) + g(\cdot ), \quad f,\,g\in B^\alpha _{\infty ,\infty },\quad \alpha >1-\frac{1}{2H}, \end{aligned}$$ B ( · , μ ) = ( f ∗ μ ) ( · ) + g ( · ) , f , g ∈ B ∞ , ∞ α , α > 1 - 1 2 H , thus extending the results by Catellier and Gubinelli (Stochast Process Appl 126(8):2323–2366, 2016) to the distribution dependent case. The proofs rely on some novel stability estimates for singular SDEs driven by fractional Brownian motion and the use of Wasserstein distances.

We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter H ∈ (0, 1). We establish strong well-posedness under a variety of assumptions on the drift; these include the choicethus extending the results by Catellier and Gubinelli [9] to the distribution dependent case. The proofs rely on some novel stability estimates for singular SDEs driven by fractional Brownian motion and the use of Wasserstein distances.

We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems in mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these dynamics and we recover the McKean-Vlasov limit under very broad assumptions on the interaction kernel, only requiring it to be controlled in a possibly distributional Hölder-Besov space. In the particle system we include two sources of randomness, a common noise path Z which regularises the dynamics and a family of idiosyncratic noises, which we only assume to converge in mean field scaling to a representative noise in the McKean-Vlasov equation.

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