Derivative estimates on distributions of McKean-Vlasov SDEs

DOI10.1214/21-EJP582zbMath1491.60057arXiv2006.16731OpenAlexW3139448943MaRDI QIDQ2042740

Feng-Yu Wang, Xing Huang

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.16731

zbMATH Keywords

McKean-Vlasov SDEs\(L\)-derivativeheat kernel parameter expansionintrinsic derivative

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Related Items (4)

Distribution dependent SDEs driven by fractional Brownian motions ⋮ Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality ⋮ Mean-field stochastic differential equations driven by \(G\)-Brownian motion ⋮ Distribution dependent stochastic differential equations

Cites Work

• Local limit theorems for transition densities of Markov chains converging to diffusions
• Smoothing properties of McKean-Vlasov SDEs
• Distribution dependent SDEs for Landau type equations
• Distribution dependent SDEs with singular coefficients
• Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
• Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
• Estimates and regularity results for the DiPerna-Lions flow
• The Master Equation and the Convergence Problem in Mean Field Games

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