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Distribution dependent stochastic differential equations

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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.
出处 《Frontiers of Mathematics in China》 SCIE CSCD 2021年第2期257-301,共45页 中国高等学校学术文摘·数学(英文)
基金 This work was supported in part by the National Natural Science Foundation of China(Grant Nos.11771326,11831014,11921001,11801406).
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