scientific article
From MaRDI portal
Publication:3028015
zbMath0625.60062MaRDI QIDQ3028015
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25)
Related Items
Distribution dependent SDEs driven by additive continuous noise ⋮ Nonlinear Fokker-Planck equation with reflecting boundary conditions ⋮ Multilevel large deviations and interacting diffusions ⋮ Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons ⋮ Erratum to: ``Propagation of chaos in neural fields ⋮ Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations ⋮ Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space ⋮ A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon ⋮ On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations ⋮ Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type ⋮ Analysis of the ensemble Kalman-Bucy filter for correlated observation noise ⋮ Linear-quadratic mean field stochastic zero-sum differential games ⋮ Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients ⋮ Well-posedness of some non-linear stable driven SDEs ⋮ McKean–Vlasov limit for interacting systems with simultaneous jumps ⋮ Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients ⋮ Stochastic nonlinear Fokker-Planck equations ⋮ Stability of McKean–Vlasov stochastic differential equations and applications ⋮ McKean-Vlasov SDEs under measure dependent Lyapunov conditions ⋮ Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions ⋮ Mean-field linear-quadratic stochastic differential games in an infinite horizon ⋮ From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE