Well-posedness of density dependent SDE driven by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e51" altimg="si5.svg"><mml:mi>α</mml:mi></mml:math>-stable process with Hölder drifts-Reference-Cited by-同舟云学术

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Well-posedness of density dependent SDE driven by α-stable process with Hölder drifts

Published:2023-10 Issue: Volume:164 Page:416-442
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Wu Mingyan,Hao Zimo^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference31 articles.

1. Fourier analysis and nonlinear partial differential equations;Bahouri,2011

2. Probabilistic representation for solutions to nonlinear Fokker-Planck equations;Barbu;SIAM J. Math. Anal.,2018

3. From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE;Barbu;Ann. Probab.,2020

4. Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations;Barbu;J. Funct. Anal.,2021

5. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs;Barbu;Stoch. Partial Differ. Equ. Anal. Comput.,2021

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