Periodic solutions in distribution of mean-field stochastic differential equations

DOI10.1007/S10955-022-03042-XOpenAlexW4311298383MaRDI QIDQ2106519FDOQ2106519

Authors: Xinping Zhou, Jiamin Xing, Xiaomeng Jiang, Yong Li 

Publication date: 16 December 2022

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-022-03042-x

Recommendations

• Stochastic periodic solutions of stochastic periodic differential equations
• Periodic solution of stochastic process in the distributional sense
• Periodic solutions for SDEs through upper and lower solutions
• Pathwise random periodic solutions of stochastic differential equations
• Periodic solutions of stochastic functional differential equations with jumps via viability

zbMATH Keywords

comparison principleperiodic solutionsupper and lower solutionsmean-field

Mathematics Subject Classification ID

Brownian motion (60J65) Periodic solutions to ordinary differential equations (34C25) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
• Multidimensional diffusion processes.
• Favard separation method for almost periodic stochastic differential equations
• Title not available (Why is that?)
• Periodic and almost periodic solutions for semilinear stochastic equations
• Mean-field backward stochastic differential equations and related partial differential equations
• �quations de type de Boltzmann, spatialement homog�nes
• Title not available (Why is that?)
• A stochastic particle method for the McKean-Vlasov and the Burgers equation
• A weak criterion of absolute continuity for jump processes: Application to the Boltzmann equation
• Random periodic solutions of random dynamical systems
• Mean-field stochastic differential equations and associated PDEs
• Pathwise random periodic solutions of stochastic differential equations
• Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
• Well-posedness of mean-field type forward-backward stochastic differential equations
• Propagation of smoothness and the rate of exponential convergence to equilibrium for a spatially homogeneous Maxwellian gas
• Large deviations for a mean field model of systemic risk
• On ergodic measures for McKean-Vlasov stochastic equations
• Almost periodic solutions and stable solutions for stochastic differential equations
• Convergence to periodic probability solutions in Fokker-Planck equations
• Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
• Periodic behavior of the stochastic Brusselator in the mean-field limit
• Existence of periodic probability solutions to Fokker-Planck equations with applications
• Periodic solutions of Fokker-Planck equations
• Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations
• Distribution dependent SDEs for Landau type equations
• Distribution dependent SDEs with singular coefficients
• On ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations
• Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
• Title not available (Why is that?)
• The Bismut-Elworthy-Li formula for mean-field stochastic differential equations
• Almost automorphic solutions for stochastic differential equations driven by Lévy noise
• Title not available (Why is that?)
• Existence of periodic solutions in distribution for stochastic Newtonian systems
• Periodic solutions for SDEs through upper and lower solutions
• Existence of almost periodic solutions for fractional impulsive neutral stochastic differential equations with infinite delay
• Periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent and Poisson stable solutions for stochastic differential equations
• Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations

Cited In (14)

• Existence of periodic solutions in distribution for stochastic Newtonian systems
• Title not available (Why is that?)
• Pathwise random periodic solutions of stochastic differential equations
• Periodic solutions of hybrid jump diffusion processes
• Periodic solutions for SDEs through upper and lower solutions
• Periodic solutions of stochastic functional differential equations with jumps via viability
• Title not available (Why is that?)
• Periodic solution of stochastic process in the distributional sense
• Periodicity for stochastic lattice equations with regime-switching
• Periodic measures of mean-field stochastic predator-prey system
• Periodic solutions in distribution for stochastic lattice differential equations
• Periodic solutions in distribution of stochastic lattice differential equations
• Title not available (Why is that?)
• Periodic solutions of Fokker-Planck equations

This page was built for publication: Periodic solutions in distribution of mean-field stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106519)