Distribution-dependent stochastic differential delay equations in finite and infinite dimensions

DOI10.1142/S0219025720500241zbMath1490.60165arXiv2005.07446OpenAlexW3111072495WikidataQ115245778 ScholiaQ115245778MaRDI QIDQ5019214

Rico Heinemann

Publication date: 3 January 2022

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.07446

zbMATH Keywords

stochastic delay equationsvariational approachWasserstein distancenonlinear PDE for probability measuresMcKean-Vlasov SDEs in infinite dimensions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55)

Related Items (2)

Distribution-dependent stochastic porous media equations ⋮ Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs

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