Distribution dependent stochastic differential equations (Q2048163)
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English | Distribution dependent stochastic differential equations |
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Distribution dependent stochastic differential equations (English)
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5 August 2021
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In this paper, the authors summarize some recent progresses in the study of distribution dependent stochastic differential equations (DDSDEs), which includes the correspondence between the weak solutions, and the associated nonlinear Fokker-Planck equations, criteria on the well-posedness (i.e., existence and uniqueness of solutions), regularity of distributions, exponential ergodicity, long time large deviations, and comparison theorems.
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distribution dependent stochastic differential equation
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nonlinear Fokker-Planck equation
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Bismut formula
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Wasserstein distance
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gradient estimate
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