SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance
11 references·7 citing·32 second hop
Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance (2020)Mckean-Vlasov sdes with drifts discontinu…Lq(Lp) -theory of stochastic differential equations (2020)Lq(Lp) -theory of stochastic …From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE (2020)From nonlinear Fokker–Planck …Ergodicity of stochastic differential equations with jumps and singular coefficients (2020)Ergodicity of stochastic diff…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…$N$-player games and mean-field games with absorption (2018)$N$-player games and mean-fie…Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2011)Stochastic Homeomorphism Flow…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…McKean–Vlasov SDE and SPDE with locally monotone coefficients (2024)McKean–Vlasov SDE and SPDE wi…Exponential ergodicity for non-dissipative McKean-Vlasov SDEs (2023)Exponential ergodicity for no…Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs (2023)Central limit type theorem an…Tamed Euler–Maruyama approximation of McKean–Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (2022)Tamed Euler–Maruyama approxim…Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality (2022)Singular McKean–Vlasov SDEs: …Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise (2022)Singular McKean-Vlasov (refle…Distribution dependent SDEs driven by additive fractional Brownian motion (2022)Distribution dependent SDEs d…On the uniqueness of solutions of stochastic differential equations (1971)Stochastic Differential Equations and Diffusion Processes (1983)Averaging along irregular curves and regularisation of ODEs (2016)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Controlled Diffusion Processes (1980)Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient (2016)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)Well-posedness and regularity for distribution dependent SPDEs with singular drifts (2020)On the McKean‐Vlasov Limit for Interacting Diffusions (1988)Brownian Motion and Stochastic Calculus (2007)Simulation of McKean–Vlasov SDEs with super-linear growth (2020)Nonparametric estimation for interacting particle systems: McKean–Vlasov models (2021)Weak quantitative propagation of chaos via differential calculus on the space of measures (2022)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Distribution dependent stochastic differential equations (2021)Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (2021)Well-posedness of distribution dependent SDEs with singular drifts (2021)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)On the uniqueness of solutions of stochastic differential equations II (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Distribution dependent SDEs driven by fractional Brownian motions (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)On the Strong Solutions of Stochastic Differential Equations (1980)Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (2019)Distribution dependent reflecting stochastic differential equations (2023)Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2022)Exponential ergodicity for singular reflecting McKean–Vlasov SDEs (2023)
this work references cited by second hop

References

  • 2004Strong solutions of stochastic equations with singular time dependent drift420 cited
  • 2018Distribution dependent SDEs with singular coefficients143 cited
  • 2011Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients126 cited
  • 2020From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE118 cited
  • 2018On a strong form of propagation of chaos for McKean-Vlasov equations102 cited
  • 2019Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift91 cited
  • 2020Ergodicity of stochastic differential equations with jumps and singular coefficients89 cited
  • 2019Nonlinear Fokker–Planck equations for probability measures on path space and path-distribution dependent SDEs70 cited
  • 2020Lq(Lp) -theory of stochastic differential equations59 cited
  • 2018$N$-player games and mean-field games with absorption51 cited
  • 2018Strong solutions of mean-field stochastic differential equations with irregular drift47 cited

Cited by

  • 2023Central limit type theorem and large deviation principle for multi-scale McKean–Vlasov SDEs32 cited
  • 2022Distribution dependent SDEs driven by additive fractional Brownian motion32 cited
  • 2022Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise

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

26 cited
  • 2023Exponential ergodicity for non-dissipative McKean-Vlasov SDEs24 cited
  • 2022Tamed Euler–Maruyama approximation of McKean–Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients22 cited
  • 2024McKean–Vlasov SDE and SPDE with locally monotone coefficients22 cited
  • 2022Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality21 cited