Distribution Dependent Stochastic Differential Equations
Probability
2020-12-29 v1
Abstract
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) 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.
Keywords
Cite
@article{arxiv.2012.13656,
title = {Distribution Dependent Stochastic Differential Equations},
author = {Xing Huang and Panpan Ren and Feng-Yu Wang},
journal= {arXiv preprint arXiv:2012.13656},
year = {2020}
}
Comments
44 pages. arXiv admin note: text overlap with arXiv:2002.08652, arXiv:2010.08950