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- Title
Distribution dependent stochastic differential equations.
- Authors
Huang, Xing; Ren, Panpan; Wang, Feng-Yu
- 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.
- Subjects
STOCHASTIC differential equations; FOKKER-Planck equation; NONLINEAR equations; LARGE deviations (Mathematics)
- Publication
Frontiers of Mathematics in China, 2021, Vol 16, Issue 2, p257
- ISSN
1673-3452
- Publication type
Article
- DOI
10.1007/s11464-021-0920-y