Year: 2023
CAM-Net Digest, Vol. 20 (2023), Iss. 8 : p. 11
Abstract
Issue on recent studies of distribution dependent stochastic differential equations
Preface
Chenggui Yuan
Killed distribution dependent SDE for nonlinear Dirichlet problem
Feng-Yu Wang
Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
Huijie Qiao and Jun Gong
Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations
Yun Li and Longjie Xie
Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
Shao-Qin Zhang
Large and moderate deviation principles for path-distribution-dependent stochastic differential equations
Xinyi Gu and Yulin Song
Mean-field stochastic differential equations driven by -Brownian motion
Menglin Xu, Fen-Fen Yang and Wensheng Yin
Mean field backward doubly stochastic Volterra integral equations and their applications
Hao Wu and Junhao Hu
Stochastic maximum principle for weighted mean-field system
Yanyan Tang and Jie Xiong
Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion
Xing Huang and Xucheng Wang
Numerical schemes for fully coupled mean-field forward backward stochastic differential equations
Yabing Sun and Weidong Zhao
The tamed Euler–Maruyama approximation of Mckean–Vlasov stochastic differential equations and asymptotic error analysis
Huagui Liu, Fuke Wu and Minyu Wu
Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process
Xiliang Fan and Xiaoyan Jiang
Large deviation principle for distribution dependent S(P)DEs with singular drift
Yongqiang Suo
Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes
Shuaibin Gao, Zhuoqi Liu, Junhao Hu and Qian Guo
Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations
Yuanping Cui, Xiaoyue Li, Yi Liu and Chenggui Yuan
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Journal Article Details
Publisher Name: Global Science Press
Language: Multiple languages
DOI: https://doi.org/2023-CAM-21710
CAM-Net Digest, Vol. 20 (2023), Iss. 8 : p. 11
Published online: 2023-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 1