Density functions of distribution dependent SDEs driven by Lévy noises
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Publication:2247229
DOI10.3934/CPAA.2021087zbMATH Open1482.60082OpenAlexW3162976974MaRDI QIDQ2247229FDOQ2247229
Authors: Yulin Song 
Publication date: 17 November 2021
Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/cpaa.2021087
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Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- The Malliavin Calculus and Related Topics
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- Mean-field stochastic differential equations and associated PDEs
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Densities for Ornstein-Uhlenbeck processes with jumps
- Calcul des variations stochastique et processus de sauts
- Densities for SDEs driven by degenerate \(\alpha\)-stable processes
- Applications of Malliavin's calculus to time-dependent systems of heat equations
- Nondegenerate SDEs with jumps and their hypoelliptic properties
- Regularity of density for SDEs driven by degenerate Lévy noises
- Smoothing properties of McKean-Vlasov SDEs
- Hypoelliptic non-homogeneous diffusions
- Distribution dependent SDEs for Landau type equations
- Distribution dependent SDEs with singular coefficients
- Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
- Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
- Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems
- Existence of density functions for the running maximum of a Lévy-Itô diffusion
- Well-posedness and regularity for distribution dependent SPDEs with singular drifts
- Well-posedness of distribution dependent SDEs with singular drifts
- Bismut formula for Lions derivative of distribution dependent SDEs and applications
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