Distribution dependent SDEs driven by fractional Brownian motions

DOI10.1016/j.spa.2022.05.007zbMath1492.60166arXiv2105.14341OpenAlexW3172671179MaRDI QIDQ2157319

Chenggui Yuan, Yongqiang Suo, Xing Huang, Xiliang Fan

Publication date: 27 July 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.14341

zbMATH Keywords

fractional Brownian motionWasserstein distanceBismut type formuladistribution dependent SDELions derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (9)

Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion ⋮ Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions ⋮ On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion ⋮ Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process ⋮ 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 ⋮ An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion ⋮ Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations ⋮ Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients

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