Derivative formula for singular McKean-Vlasov SDEs

DOI10.3934/CPAA.2023050zbMath1529.60042arXiv2109.02030OpenAlexW4365397109MaRDI QIDQ6166271

Feng-Yu Wang

Publication date: 6 July 2023

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.02030

zbMATH Keywords

Bismut formulaMcKean-Vlasov SDEsintrinsic derivative

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Vlasov equations (35Q83)

Related Items (1)

Singular density dependent stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations and the Malliavin calculus
• Smoothing properties of McKean-Vlasov SDEs
• McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance
• McKean-Vlasov SDEs under measure dependent Lyapunov conditions
• A Zvonkin's transformation for stochastic differential equations with singular drift and applications
• Distribution dependent stochastic differential equations
• Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• \(L^q(L^p)\)-theory of stochastic differential equations
• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• Fokker–Planck–Kolmogorov Equations
• Harnack Inequalities for Stochastic Partial Differential Equations
• Exponential ergodicity for singular reflecting McKean-Vlasov SDEs

This page was built for publication: Derivative formula for singular McKean-Vlasov SDEs