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ArticleDistribution dependent reflecting stochastic differential equations

Feng‐Yu Wang2023

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Articlegreen2023

Distribution dependent reflecting stochastic differential equations

35 citations·0/0 files stored·Science China Mathematics

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

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References

1980Controlled Diffusion Processes 1984Stochastic differential equations with reflecting boundary conditions 2018Probabilistic Theory of Mean Field Games with Applications I 2004Strong solutions of stochastic equations with singular time dependent drift 1979Stochastic differential equations with reflecting boundary condition in convex regions 1987Stochastic differential equations for multi-dimensional domain with reflecting boundary 2011Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients 2020From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE

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2024Stabilities of delay stochastic McKean-Vlasov equations in the G-framework

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Year2023

Typearticle

Published2023-09-04

VenueScience China Mathematics

ISSN-L1869-1862

Languageen

Citations35

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11425-021-2028-y

openalex_workW4386544919

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