Distribution dependent stochastic differential equations
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Publication:2048163
DOI10.1007/s11464-021-0920-yzbMath1475.60033arXiv2012.13656OpenAlexW3142812393WikidataQ115377906 ScholiaQ115377906MaRDI QIDQ2048163
Publication date: 5 August 2021
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.13656
gradient estimateBismut formulaWasserstein distancenonlinear Fokker-Planck equationdistribution dependent stochastic differential equation
Related Items (23)
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion ⋮ Distribution-dependent stochastic porous media equations ⋮ A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations ⋮ Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients ⋮ Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ The averaging method for doubly perturbed distribution dependent SDEs ⋮ Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs ⋮ Distribution dependent reflecting stochastic differential equations ⋮ Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality ⋮ Killed distribution dependent SDE for nonlinear Dirichlet problem ⋮ Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs ⋮ Mean-field stochastic differential equations driven by \(G\)-Brownian motion ⋮ Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes ⋮ On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions ⋮ Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations ⋮ Controlling a generalized Fokker-Planck equation via inputs with nonlocal action ⋮ Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients ⋮ Stability estimates for singular SDEs and applications ⋮ Existence and non-uniqueness of stationary distributions for distribution dependent SDEs ⋮ Derivative formula for singular McKean-Vlasov SDEs ⋮ Exponential ergodicity for non-dissipative McKean-Vlasov SDEs ⋮ Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations ⋮ Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
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