Distribution dependent stochastic differential equations

Author:

Huang Xing,Ren Panpan,Wang Feng-Yu

Publisher

Springer Science and Business Media LLC

Subject

Mathematics (miscellaneous)

Reference60 articles.

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2. Bao J H, Ren P P, Wang F -Y. Bismut formulas for Lions derivative of McKean-Vlasov SDEs with memory. arXiv: 2004.14629

3. Bao J H, Wang F-Y, Yuan C G. Hypercontractivity for functional stochastic partial differential equations. Electron Commun Probab, 2015, 20: 1–15

4. Bao J H, Yuan C G. Comparison theorem for stochastic differential delay equations with jumps. Acta Appl Math, 2011, 116: 119–132

5. Barbu V, Röckner M. Probabilistic representation for solutions to nonlinear Fokker-Planck equations. SIAM J Math Anal, 2018, 50: 4246–4260

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