SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Well-posedness and regularity for distribution dependent SPDEs with singular drifts
9 references·0 citing·35 second hop
Well-posedness and regularity for distribution dependent SPDEs with singular drifts (2020)Well-posedness and regularity for distrib…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…Distribution dependent SDEs with singular coefficients (2018)Distribution dependent SDEs w…$N$-player games and mean-field games with absorption (2018)$N$-player games and mean-fie…Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift (2015)Gradient estimates and applic…Integration by parts formula and shift Harnack inequality for stochastic equations (2014)Integration by parts formula …A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space (1995)A semilinear Mckean-Vlasov st…A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A TRANSFORMATION OF THE PHASE…Information and information stability of random variables and processes (1964)Information and information s…On stochastic differential equations (1951)On the uniqueness of solutions of stochastic differential equations (1971)ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)Optimization of the flow of dividends (1995)Ergodic Control of Diffusion Processes (2011)A Concise Course on Stochastic Partial Differential Equations (2007)Convergence Rate of Euler–Maruyama Scheme for SDEs with Hölder–Dini Continuous Drifts (2018)Controlled Diffusion Processes (1980)Jeux à champ moyen. I – Le cas stationnaire (2006)Mean field games (2007)Discrete-Time Ergodic Mean-Field Games with Average Reward on Compact Spaces (2019)Convergence to the mean field game limit: A case study (2020)Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance (2020)Large Deviations and the Malliavin Calculus (1984)The Malliavin Calculus and Related Topics (1995)The Malliavin Calculus and Related Topics (2006)On the uniqueness of solutions of stochastic differential equations II (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Distribution dependent stochastic differential equations (2021)Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic 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)Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients (2021)Weak quantitative propagation of chaos via differential calculus on the space of measures (2022)Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control (2007)Mean-field backward stochastic Volterra integral equations (2013)Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities (2016)Information theoretic approximations for M/G/1 and G/G/1 queuing systems (1982)Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory (2004)Nearly Minimax-Optimal Regret for Linearly Parameterized Bandits (2023)From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (2020)Well-posedness of distribution dependent SDEs with singular drifts (2021)Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2022)
this work references cited by second hop

References

  • 1964Information and information stability of random variables and processes757 cited
  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
  • 2018Distribution dependent SDEs with singular coefficients143 cited
  • 2019Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift91 cited
  • 1995A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space72 cited
  • 2019Nonlinear Fokker–Planck equations for probability measures on path space and path-distribution dependent SDEs70 cited
  • 2018$N$-player games and mean-field games with absorption51 cited
  • 2015Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift44 cited
  • 2014Integration by parts formula and shift Harnack inequality for stochastic equations37 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work