Pages that link to "Item:Q1688619"
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The following pages link to Distribution dependent SDEs for Landau type equations (Q1688619):
Displayed 50 items.
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE (Q782406) (← links)
- Order preservation for path-distribution dependent SDEs (Q1660043) (← links)
- Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations (Q1709853) (← links)
- Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures (Q1740616) (← links)
- Well-posedness and regularity for distribution dependent SPDEs with singular drifts (Q1995019) (← links)
- McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance (Q1995563) (← links)
- Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs (Q1996297) (← links)
- Distribution dependent SDEs with singular coefficients (Q2010498) (← links)
- Comparison theorem for distribution-dependent neutral SFDEs (Q2021718) (← links)
- Well-posedness of distribution dependent SDEs with singular drifts (Q2040055) (← links)
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations (Q2041807) (← links)
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions (Q2041835) (← links)
- Derivative estimates on distributions of McKean-Vlasov SDEs (Q2042740) (← links)
- Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes (Q2044664) (← links)
- Distribution dependent stochastic differential equations (Q2048163) (← links)
- Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs (Q2051411) (← links)
- Stochastic averaging principle for distribution dependent stochastic differential equations (Q2060836) (← links)
- Long time behavior of stochastic McKean-Vlasov equations (Q2077077) (← links)
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise (Q2077338) (← links)
- Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation (Q2081778) (← links)
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
- Propagation of chaos: a review of models, methods and applications. II: Applications (Q2088753) (← links)
- Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions (Q2097567) (← links)
- Periodic solutions in distribution of mean-field stochastic differential equations (Q2106519) (← links)
- Phase transitions for a class of time-inhomogeneous diffusion processes (Q2112239) (← links)
- Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization (Q2119209) (← links)
- Distribution dependent SDEs driven by additive continuous noise (Q2119687) (← links)
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2119885) (← links)
- Linearization of nonlinear Fokker-Planck equations and applications (Q2122141) (← links)
- Least squares estimation for distribution-dependent stochastic differential delay equations (Q2128886) (← links)
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
- Order preservation and positive correlation for nonlinear Fokker-Planck equation (Q2135495) (← links)
- Existence of invariant probability measures for functional McKean-Vlasov SDEs (Q2136088) (← links)
- An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas (Q2136449) (← links)
- Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
- Distribution dependent SDEs driven by fractional Brownian motions (Q2157319) (← links)
- Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (Q2157859) (← links)
- Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients (Q2158226) (← links)
- The averaging method for doubly perturbed distribution dependent SDEs (Q2170241) (← links)
- Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise (Q2171679) (← links)
- Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching (Q2172465) (← links)
- Propagation of chaos and moderate interaction for a piecewise deterministic system of geometrically enriched particles (Q2201504) (← links)
- Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
- Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs (Q2238244) (← links)
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations (Q2238979) (← links)
- Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations (Q2238989) (← links)
- An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations (Q2240203) (← links)
- Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071) (← links)
- Density functions of distribution dependent SDEs driven by Lévy noises (Q2247229) (← links)