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Ergodicity of stochastic differential equations with jumps and singular coefficients
5 references·5 citing·28 second hop
Ergodicity of stochastic differential equations with jumps and singular coefficients (2020)Ergodicity of stochastic differential equ…Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2011)Stochastic Homeomorphism Flow…Pathwise uniqueness and continuous dependence for SDEs with non-regular drift (2011)Pathwise uniqueness and conti…Strong solutions of SDES with singular drift and Sobolev diffusion coefficients (2005)Strong solutions of SDES with…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…On the Strong Solutions of Stochastic Differential Equations (1980)On the Strong Solutions of St…Exponential ergodicity for singular reflecting McKean–Vlasov SDEs (2023)Exponential ergodicity for si…Distribution dependent reflecting stochastic differential equations (2023)Distribution dependent reflec…Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance (2020)Mckean-Vlasov sdes with drift…Lq(Lp) -theory of stochastic differential equations (2020)Lq(Lp) -theory of stochastic …Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (2019)Gradient estimates and ergodi…On the uniqueness of solutions of stochastic differential equations (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Continuous Martingales and Brownian Motion (1999)Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Successive approximations to solutions of stochastic differential equations (1992)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Existence of strong solutions for Itô's stochastic equations via approximations (1996)Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation (2015)Stochastic Differential Equations and Diffusion Processes (1983)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Averaging along irregular curves and regularisation of ODEs (2016)Controlled Diffusion Processes (1980)Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient (2016)Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift (2019)Lévy Processes and Stochastic Calculus (2004)PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES (2012)Distribution dependent SDEs with singular coefficients (2018)Distribution dependent SDEs driven by additive fractional Brownian motion (2022)Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs (2023)On Ergodic Measures for McKean-Vlasov Stochastic Equations (2006)From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (2020)McKean–Vlasov SDEs under measure dependent Lyapunov conditions (2021)Stochastic differential equations with reflecting boundary conditions (1984)Probabilistic Theory of Mean Field Games with Applications I (2018)Stabilities of delay stochastic McKean-Vlasov equations in the G-framework (2024)Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise (2022)
this work references cited by second hop

References

  • 2004Strong solutions of stochastic equations with singular time dependent drift420 cited
  • 1980On the Strong Solutions of Stochastic Differential Equations145 cited
  • 2011Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients126 cited
  • 2005Strong solutions of SDES with singular drift and Sobolev diffusion coefficients115 cited
  • 2011Pathwise uniqueness and continuous dependence for SDEs with non-regular drift99 cited

Cited by

  • 2020Lq(Lp) -theory of stochastic differential equations59 cited
  • 2020Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance46 cited
  • 2023Distribution dependent reflecting stochastic differential equations35 cited
  • 2019Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling25 cited
  • 2023Exponential ergodicity for singular reflecting McKean–Vlasov SDEs23 cited

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