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Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
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References

  • 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications I494 cited
  • 1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
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  • 2021Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations176 cited
  • 2022A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria147 cited
  • 2010Density estimates for a random noise propagating through a chain of differential equations130 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
  • 2015Loss of regularity for Kolmogorov equations81 cited
  • 2016On the interpretation of the Master Equation76 cited
  • 2017Smoothing properties of McKean–Vlasov SDEs

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75 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games70 cited
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