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Nonlinear Fokker–Planck equations for probability measures on path space and path-distribution dependent SDEs
3 references·8 citing·34 second hop
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References

  • 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
  • 2021Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations176 cited
  • 1971On the uniqueness of solutions of stochastic differential equations II119 cited

Cited by

  • 2021Distribution dependent stochastic differential equations59 cited
  • 2022Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps51 cited
  • 2022Distribution dependent SDEs driven by fractional Brownian motions48 cited
  • 2021Bismut formula for Lions derivative of distribution-path dependent SDEs47 cited
  • 2020Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance46 cited
  • 2021Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise43 cited
  • 2021Large Deviation Principle for McKean–Vlasov Quasilinear Stochastic Evolution Equations28 cited
  • 2019Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions26 cited

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