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Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps · Study

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ArticleGradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps

Yulin Song2018

Article2018

Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps

36 citations·0/0 files stored·Journal of Theoretical Probability

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows

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References

2005Stochastic Integration and Differential Equations 2017Mean-field stochastic differential equations and associated PDEs 1991Malliavin calculus for processes with jumps 2015Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics 1983Calcul des variations stochastique et processus de sauts 1992McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets 1995Stochastic McKean-Vlasov equations 2008Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type

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Year2018

Typearticle

Published2018-07-18

VenueJournal of Theoretical Probability

ISSN-L0894-9840

Languageen

Citations36

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10959-018-0845-x

openalex_workW2883383181

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