Distribution dependent stochastic differential equations

doi:10.1007/s11464-021-0920-y

Frontiers of Mathematics in China

2021, Vol. 16

Issue (2): 257-301 https://doi.org/10.1007/s11464-021-0920-y

本期目录

Distribution dependent stochastic differential equations

Xing HUANG¹, Panpan REN², Feng-Yu WANG¹(

)

¹. Center for Applied Mathematics, Tianjin University, Tianjin 300072, China
². Department of Mathematics, City University of Hong Kong, Hong Kong, China

全文: PDF(507 KB)

Abstract：

Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs) have been intensively investigated. In this paper, we summarize some recent progresses in the study of DDSDEs, which include the correspondence of weak solutions and nonlinear Fokker-Planck equations, the well-posedness, regularity estimates, exponential ergodicity, long time large deviations, and comparison theorems.

Key words： Distribution dependent stochastic differential equation (DDSDE) nonlinear Fokker-Planck equation Bismut formula Wasserstein distance gradient estimate

收稿日期: 2020-12-25 出版日期: 2021-06-01

Corresponding Author(s): Feng-Yu WANG

引用本文:

. [J]. Frontiers of Mathematics in China, 2021, 16(2): 257-301.
Xing HUANG, Panpan REN, Feng-Yu WANG. Distribution dependent stochastic differential equations. Front. Math. China, 2021, 16(2): 257-301.

链接本文:

https://academic.hep.com.cn/fmc/CN/10.1007/s11464-021-0920-y
https://academic.hep.com.cn/fmc/CN/Y2021/V16/I2/257

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