Singular density dependent stochastic differential equations

DOI10.1016/J.JDE.2023.03.038OpenAlexW4362704213MaRDI QIDQ2700656

Yanyan Li

Publication date: 27 April 2023

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.13026

zbMATH Keywords

well-posednesslocal integrabilitydensity dependent SDEs

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Convergence of probability measures (60B10) Distribution theory (60Exx)

Cites Work

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• Fokker–Planck–Kolmogorov Equations
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
• Derivative formula for singular McKean-Vlasov SDEs

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