Pages that link to "Item:Q2412661"

The following pages link to Mean-field stochastic differential equations and associated PDEs (Q2412661):

Displaying 50 items.

• Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
• A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
• A stochastic maximum principle for general mean-field systems (Q520349) (← links)
• Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
• Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
• The Bismut-Elworthy-Li formula for mean-field stochastic differential equations (Q1635968) (← links)
• General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
• The convergence problem in mean field games with local coupling (Q1678482) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
• Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
• Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
• Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
• Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
• Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump (Q2027354) (← links)
• Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component (Q2027560) (← links)
• Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations (Q2041807) (← links)
• McKean-Vlasov SDEs under measure dependent Lyapunov conditions (Q2041835) (← links)
• Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
• Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs (Q2051411) (← links)
• Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions (Q2076614) (← links)
• McKean-Vlasov type stochastic differential equations arising from the random vortex method (Q2077120) (← links)
• Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
• Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation (Q2081778) (← links)
• Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity (Q2087388) (← links)
• A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle (Q2093324) (← links)
• Mean field games of controls: propagation of monotonicities (Q2096189) (← links)
• Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
• Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
• Periodic solutions in distribution of mean-field stochastic differential equations (Q2106519) (← links)
• The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
• Linearization of nonlinear Fokker-Planck equations and applications (Q2122141) (← links)
• Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients (Q2151504) (← links)
• Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
• Geometry on the Wasserstein space over a compact Riemannian manifold (Q2154589) (← links)
• Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
• Distribution dependent SDEs driven by fractional Brownian motions (Q2157319) (← links)
• The averaging method for doubly perturbed distribution dependent SDEs (Q2170241) (← links)
• Weak quantitative propagation of chaos via differential calculus on the space of measures (Q2170366) (← links)
• Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching (Q2172465) (← links)
• Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (Q2192745) (← links)
• Quenched mass transport of particles toward a target (Q2194119) (← links)
• Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
• An introduction to mean field game theory (Q2223588) (← links)
• Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations (Q2231679) (← links)
• General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations (Q2238989) (← links)
• A second order analysis of McKean-Vlasov semigroups (Q2240470) (← links)