On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
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Publication:6111021
DOI10.1007/s00245-023-10007-3zbMath1530.60048OpenAlexW4378772079MaRDI QIDQ6111021
Guang Jun Shen, Jiang-Lun Wu, Jie Song, Ting-Ting Zhang
Publication date: 6 July 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-023-10007-3
stabilityaveraging principletime-changed Brownian motionsdistribution dependent stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Vlasov equations (35Q83)
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