Distribution dependent stochastic differential equations

DOI10.1142/13512MaRDI QIDQ6601698zbMATH OpenFDO

Authors Feng-Yu Wang, Panpan Ren

Publication date 10 September 2024

Published in World Scientific Series on Probability Theory and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/13512

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx)

Cited in

(8)

• Distribution dependent birth-death processes: \( \mathbb{W}_p\)-estimate, ergodicity and propagation of chaos
• Quantitative propagation of chaos in \(L^\eta\) (\(\eta \in [0,1]\))-Wasserstein distance for mean field interacting particle system
• A note on Lévy-driven McKean-Vlasov stochastic differential equations under monotonicity
• Path-distribution dependent SDEs: well-posedness and asymptotic log-Harnack inequality
• Second order McKean-Vlasov SDEs and kinetic Fokker-Planck-Kolmogorov equations
• Strong solutions to McKean-Vlasov SDEs associated to a class of degenerate Fokker-Planck equations with coefficients of Nemytskii-type
• Exponential ergodicity for McKean-Vlasov SDEs with singular interactions
• Bismut formula and gradient estimates for Dirichlet semigroups with application to singular killed DDSDEs

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