Density functions of distribution dependent SDEs driven by Lévy noises
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Cites work
- Applications of Malliavin's calculus to time-dependent systems of heat equations
- Bismut formula for Lions derivative of distribution dependent SDEs and applications
- Calcul des variations stochastique et processus de sauts
- Densities for Ornstein-Uhlenbeck processes with jumps
- Densities for SDEs driven by degenerate \(\alpha\)-stable processes
- Distribution dependent SDEs for Landau type equations
- Distribution dependent SDEs with singular coefficients
- Existence of density functions for the running maximum of a Lévy-Itô diffusion
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
- Hypoelliptic non-homogeneous diffusions
- Mean-field stochastic differential equations and associated PDEs
- Nondegenerate SDEs with jumps and their hypoelliptic properties
- Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
- Probabilistic representation for solutions to nonlinear Fokker-Planck equations
- Regularity of density for SDEs driven by degenerate Lévy noises
- Smoothing properties of McKean-Vlasov SDEs
- Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems
- The Malliavin Calculus and Related Topics
- The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
- Well-posedness and regularity for distribution dependent SPDEs with singular drifts
- Well-posedness of distribution dependent SDEs with singular drifts
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