Distribution dependent SDEs driven by additive continuous noise-Reference-Cited by-同舟云学术

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Distribution dependent SDEs driven by additive continuous noise

Published:2022-01-01 Issue:none Volume:27 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Galeati Lucio¹,Harang Fabian A.²,Mayorcas Avi³

Affiliation:

1. Institute of Applied Mathematics, University of Bonn, 53115 Endenicher Allee 60, Bonn, Germany

2. Department of Mathematics, University of Oslo, P.O. box 1053, Blindern, 0316, Oslo, Norway

3. Centre for Mathematical Sciences, Wilberforce Rd, Cambridge CB3 0WA, UK

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference54 articles.

1. Jean-Michel Lasry and Pierre-Louis Lions, Mean field games, Jpn. J. Math. 2 (2007), no. 1, 229–260.

2. Ismaël Bailleul, Rémi Catellier, and François Delarue, Propagation of chaos for mean field rough differential equations, Ann. Probab. 49 (2021), no. 2, 944–996.

3. Martin Bauer, Thilo Meyer-Brandis, and Frank Proske, Strong solutions of mean-field stochastic differential equations with irregular drift, Electron. J. Probab. 23 (2018), Paper No. 132, 35.

4. Paul R. Beesack, On integral inequalities of Bihari type, Acta Math. Acad. Sci. Hungar. 28 (1976), no. 1-2, 81–88.

5. Emmanuel Boissard, Simple bounds for convergence of empirical and occupation measures in 1-Wasserstein distance, Electron. J. Probab. 16 (2011), no. 83, 2296–2333.

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