On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions

Author:

Shen Guangjun,Zhang Tingting,Song Jie,Wu Jiang-LunORCID

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference47 articles.

1. Bahlali, K., Mezerdi, M.A., Mezerdi, B.: Stability of McKean–Vlasov stochastic differential equations and applications. Stoch. Dyn. 20(1), 2050007 (2020)

2. Bao, J., Ren, P., Wang, F.-Y.: Bismut formula for Lions derivative of distribution-path dependent SDEs. J. Differ. Equ. 282, 285–329 (2021)

3. Bensoussan, A., Frehse, J., Yam, P.: Mean Field Games and Mean Field Type Control Theory. Springer Briefs Math. Springer, New York (2013)

4. Carmona, R., Delarue, F.: Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control and Games, Probability Theory and Stochastic Modelling, vol. 83. Springer, Cham (2018)

5. Chassagneux, J.F., Crisan, D., Delarue, F.: Classical solutions to the master equation for large population equilibria. http://arxiv.org/abs/1411.3009

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