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Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions
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Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions (2019)Weak solutions to Vlasov–McKean equations…McKean–Vlasov SDEs under measure dependent Lyapunov conditions (2021)McKean–Vlasov SDEs under meas…Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (2021)Existence and uniqueness theo…Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift (2019)Strong well posedness of McKe…Nonlinear Fokker–Planck equations for probability measures on path space and path-distribution dependent SDEs (2019)Nonlinear Fokker–Planck equat…Strong solutions of mean-field stochastic differential equations with irregular drift (2018)Strong solutions of mean-fiel…On a strong form of propagation of chaos for McKean-Vlasov equations (2018)On a strong form of propagati…Distribution dependent SDEs with singular coefficients (2018)Distribution dependent SDEs w…Controlled diffusion processes (2005)Controlled diffusion processesUniqueness and non-uniqueness of solutions of Vlasov-McKean equations (1987)Uniqueness and non-uniqueness…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesUniqueness for nonlinear Fokker–Planck equations and for McKean–Vlasov SDEs: The degenerate case (2023)Uniqueness for nonlinear Fokk…Stochastic Analysis, Control, Optimization and Applications (1999)On some recent aspects of stochastic control and their applications (2005)On the smoothness of value functions and the existence of optimal strategies in diffusion models (2015)OPTIMAL INVESTMENT FOR ALL TIME HORIZONS AND MARTIN BOUNDARY OF SPACE‐TIME DIFFUSIONS (2015)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equations (2006)From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (2020)Well-posedness of distribution dependent SDEs with singular drifts (2021)Existence of strong solutions for Itô's stochastic equations via approximations (1996)Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean Field Games with Applications II (2018)Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients (2021)Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables (2021)Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2022)On the McKean‐Vlasov Limit for Interacting Diffusions (1988)Brownian Motion and Stochastic Calculus (2007)Mean field games (2007)Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance (2020)Simulation of McKean–Vlasov SDEs with super-linear growth (2020)Weak quantitative propagation of chaos via differential calculus on the space of measures (2022)Malliavin Calculus for Lévy Processes with Applications to Finance (2008)Probabilistic Analysis of Mean-Field Games (2013)First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems (2021)Well-posedness and tamed schemes for McKean–Vlasov equations with common noise (2022)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)On the uniqueness of solutions of stochastic differential equations II (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Distribution dependent stochastic differential equations (2021)Distribution dependent SDEs driven by fractional Brownian motions (2022)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)Stochastic Differential Equations and Applications (1976)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities (2016)Stability of McKean–Vlasov stochastic differential equations and applications (2019)Stochastic nonlinear Fokker–Planck equations (2019)
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References

  • 1980Controlled Diffusion Processes1,311 cited
  • 2021Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations176 cited
  • 2018Distribution dependent SDEs with singular coefficients143 cited
  • 2005Controlled diffusion processes114 cited
  • 2018On a strong form of propagation of chaos for McKean-Vlasov equations102 cited
  • 2021McKean–Vlasov SDEs under measure dependent Lyapunov conditions97 cited
  • 2019Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift91 cited
  • 2019Nonlinear Fokker–Planck equations for probability measures on path space and path-distribution dependent SDEs70 cited
  • 2018Strong solutions of mean-field stochastic differential equations with irregular drift47 cited
  • 1987Uniqueness and non-uniqueness of solutions of Vlasov-McKean equations47 cited

Cited by

  • 2023Uniqueness for nonlinear Fokker–Planck equations and for McKean–Vlasov SDEs: The degenerate case20 cited

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