Distribution dependent stochastic differential equations

被引：0
|
作者：
Xing Huang
Panpan Ren
Feng-Yu Wang
机构：
[1] Tianjin University,Center for Applied Mathematics
[2] City University of Hong Kong,Department of Mathematics
来源：
Frontiers of Mathematics in China | 2021年 / 16卷
关键词：
Distribution dependent stochastic differential equation (DDSDE); nonlinear Fokker-Planck equation; Bismut formula; Wasserstein distance; gradient estimate; 60B05; 60B10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs) have been intensively investigated. In this paper, we summarize some recent progresses in the study of DDSDEs, which include the correspondence of weak solutions and nonlinear Fokker-Planck equations, the well-posedness, regularity estimates, exponential ergodicity, long time large deviations, and comparison theorems.
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页码：257 / 301
页数：44
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