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Distribution dependent reflecting stochastic differential equations
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Distribution dependent reflecting stochastic differential equations (2023)Distribution dependent reflecting stochas…Distribution dependent stochastic differential equations (2021)Distribution dependent stocha…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…Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift (2020)Density and gradient estimate…Probabilistic Theory of Mean Field Games with Applications I (2018)Probabilistic Theory of Mean …A STOCHASTIC GRONWALL LEMMA (2013)A STOCHASTIC GRONWALL LEMMAStochastic 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…On stability and existence of solutions of SDEs with reflection at the boundary (1997)On stability and existence of…Stochastic differential equations for multi-dimensional domain with reflecting boundary (1987)Stochastic differential equat…Stochastic differential equations with reflecting boundary conditions (1984)Stochastic differential equat…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesStochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equat…Stabilities of delay stochastic McKean-Vlasov equations in the G-framework (2024)Stabilities of delay stochast…McKean–Vlasov SDE and SPDE with locally monotone coefficients (2024)McKean–Vlasov SDE and SPDE wi…On the uniqueness of solutions of stochastic differential equations (1971)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic Differential Equations and Diffusion Processes (1983)Optimal Investment and Consumption with Transaction Costs (1994)Stochastic Differential Equations (2014)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)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)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Distribution dependent SDEs with singular coefficients (2018)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 Strong Solutions of Stochastic Differential Equations (1980)Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (2019)Mckean-Vlasov sdes with drifts discontinuous under wasserstein distance (2020)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (1983)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Averaging along irregular curves and regularisation of ODEs (2016)White noise driven SPDEs with reflection (1993)Euler scheme for reflected stochastic differential equations (1995)Problàme de Skorohod multivoque (1998)Mean field game of controls and an application to trade crowding (2017)A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems (2019)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise (2022)Exponential ergodicity for singular reflecting McKean–Vlasov SDEs (2023)
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References

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2024
Stabilities of delay stochastic McKean-Vlasov equations in the G-framework
29 cited
  • 2024McKean–Vlasov SDE and SPDE with locally monotone coefficients22 cited