论文标题

分布依赖于随机微分方程

Distribution Dependent Stochastic Differential Equations

论文作者

Huang, Xing, Ren, Panpan, Wang, Feng-Yu

论文摘要

由于它们与非线性Fokker-Planck方程和许多其他应用的内在联系,因此已经深入研究了依赖分布的随机微分方程(简称DDSDE)。在本文中,我们总结了DDSDES研究中的一些最新进展,其中包括弱解决方案和非线性fokker-Planck方程的对应关系,适当的性能,规律性估计,指数性的千古,长时间的大偏差和比较比较。

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.

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