@Article{CAM-20-7,
author = {},
title = {【期刊信息】Discrete and Continuous Dynamical Systems - Series S, Volume 16, Issue 5, 2023 },
journal = {CAM-Net Digest},
year = {2023},
volume = {20},
number = {7},
pages = {9--9},
abstract = {<p style="text-align: justify;">Issue on recent studies of distribution dependent stochastic differential equations</p><p style="text-align: justify;">Preface<br/>Chenggui Yuan</p><p style="text-align: justify;">Killed distribution dependent SDE for nonlinear Dirichlet problem<br/>Feng-Yu Wang</p><p style="text-align: justify;">Backward multivalued McKean-Vlasov SDEs and associated variational inequalities<br/>Huijie Qiao and Jun Gong</p><p style="text-align: justify;">Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations<br/>Yun Li and Longjie Xie</p><p style="text-align: justify;">Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs<br/>Shao-Qin Zhang</p><p style="text-align: justify;">Large and moderate deviation principles for path-distribution-dependent stochastic differential equations<br/>Xinyi Gu and Yulin Song</p><p style="text-align: justify;">Mean-field stochastic differential equations driven by -Brownian motion<br/>Menglin Xu, Fen-Fen Yang and Wensheng Yin</p><p style="text-align: justify;">Mean field backward doubly stochastic Volterra integral equations and their applications<br/>Hao Wu and Junhao Hu</p><p style="text-align: justify;">Stochastic maximum principle for weighted mean-field system<br/>Yanyan Tang and Jie Xiong</p><p style="text-align: justify;">Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion<br/>Xing Huang and Xucheng Wang</p><p style="text-align: justify;">Numerical schemes for fully coupled mean-field forward backward stochastic differential equations<br/>Yabing Sun and Weidong Zhao</p><p style="text-align: justify;">The tamed Euler–Maruyama approximation of Mckean–Vlasov stochastic differential equations&nbsp;and asymptotic error analysis<br/>Huagui Liu, Fuke Wu and Minyu Wu</p><p style="text-align: justify;">Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process<br/>Xiliang Fan and Xiaoyan Jiang</p><p style="text-align: justify;">Large deviation principle for distribution dependent S(P)DEs with singular drift<br/>Yongqiang Suo</p><p style="text-align: justify;">Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients&nbsp;and their numerical schemes<br/>Shuaibin Gao, Zhuoqi Liu, Junhao Hu and Qian Guo</p><p style="text-align: justify;">Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations<br/>Yuanping Cui, Xiaoyue Li, Yi Liu and Chenggui Yuan</p><p style="text-align: justify;">&nbsp;</p><p><br/></p>},
issn = {},
doi = {https://doi.org/2023-CAM-21629},
url = {https://global-sci.com/article/74625/discrete-and-continuous-dynamical-systems-series-s-volume-16-issue-5-2023}
}