Copertina

Extrinsic derivatives for SDEs and SPDEs with distribution dependent noise

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Ma, Xiaochen, Ren, Panpan
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Extrinsic Derivative Formula for Distribution Dependent SDEs
di: Ren, Panpan
Pubblicazione: (2024)

Exponential Convergence in Entropy and Wasserstein Distance for McKean-Vlasov SDEs
di: Ren, Panpan, et al.
Pubblicazione: (2020)

Coupling Methods and Applications on Path Dependent McKean-Vlasov SDEs
di: Huang, Xing, et al.
Pubblicazione: (2024)

Non-asymptotic convergence bounds of modified EM schemes for non-dissipative SDEs
di: Bao, Jianhai, et al.
Pubblicazione: (2025)

Weak solution for distribution dependent SDEs driven by Lévy noise
di: Ye, Mingkun
Pubblicazione: (2026)

Entropy-Cost Inequalities for McKean-Vlasov SDEs with Singular Interactions
di: Huang, Xing, et al.
Pubblicazione: (2025)

An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise
di: Liu, Tongxuan, et al.
Pubblicazione: (2025)

Log-Sobolev Inequalities and Exponential Ergodicity for Non-degenerate and Degenerate McKean-Vlasov SDEs
di: Huang, Xing, et al.
Pubblicazione: (2025)

McKean-Vlasov SDEs with Local Distributional Interactions: Well-Posedness and Entropy-Cost Estimates
di: Huang, Xing, et al.
Pubblicazione: (2026)

Continuous dependence for McKean-Vlasov SDEs under distribution-dependent Lyapunov conditions
di: Ma, Jun, et al.
Pubblicazione: (2024)

Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
di: Hong, Jialin, et al.
Pubblicazione: (2025)

SPDEs with time-independent Lévy colored noise
di: Balan, Raluca M., et al.
Pubblicazione: (2026)

Distribution dependent SDEs with multiplicative fractional noise
di: Fan, Xiliang, et al.
Pubblicazione: (2024)

Exponential Ergodicity in Relative Entropy and $L^2$-Wasserstein Distance for non-equilibrium partially dissipative Kinetic SDEs
di: Huang, Xing, et al.
Pubblicazione: (2025)

Moment estimates for solutions of SPDEs with Lévy colored noise
di: Balan, Raluca M., et al.
Pubblicazione: (2025)

Irreducibility and ergodicity of SPDEs driven by pure jump noise
di: Wang, Jian, et al.
Pubblicazione: (2022)

Periodic solutions for McKean-Vlasov SDEs under periodic distribution-dependent Lyapunov conditions
di: Ma, Jun
Pubblicazione: (2025)

Transportation cost inequalities for mean reflection SPDEs with white noise
di: Zhang, Beibei, et al.
Pubblicazione: (2026)

Quantitative convergence rates for scaling limit of SPDEs with transport noise
di: Flandoli, Franco, et al.
Pubblicazione: (2021)

Series expansions for SPDEs with symmetric $α$-stable Lévy noise
di: Balan, Raluca M., et al.
Pubblicazione: (2024)

A Note on the instability of equilibria for distribution dependent SDEs
di: Zhang, Shao-Qin
Pubblicazione: (2025)

Local convergence near equilibria for distribution dependent SDEs
di: Zhang, Shao-Qin
Pubblicazione: (2025)

Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by $α$-stable additive noise
di: Song, Ke, et al.
Pubblicazione: (2024)

An extended variational setting for critical SPDEs with Lévy noise
di: Bechtel, Sebastian, et al.
Pubblicazione: (2024)

Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations
di: Qian, Zhongmin, et al.
Pubblicazione: (2023)

Fisher information bounds and applications to SDEs with small noise
di: Dung, Nguyen Tien, et al.
Pubblicazione: (2024)

Pathwise regularity of solutions for a class of elliptic SPDEs with symmetric Lévy noise
di: Jiménez, Juan J.
Pubblicazione: (2025)

Malliavin differentiability of McKean-Vlasov SDEs with common noise
di: Bao, Jianhai, et al.
Pubblicazione: (2025)

Kinetic SDEs with subcritical distributional drifts
di: Chen, Zikai, et al.
Pubblicazione: (2025)

SPDEs on narrow channels and graphs: convergence and large deviations in case of non smooth noise
di: Cerrai, Sandra, et al.
Pubblicazione: (2024)

Quantitative estimates for SPDEs on the full space with transport noise and $L^p$-initial data
di: Luo, Dejun, et al.
Pubblicazione: (2024)

Effective dynamics of interfaces for nonlinear SPDEs driven by multiplicative white noise
di: Yuan, Shenglan, et al.
Pubblicazione: (2025)

Total variation distance between SDEs with stable noise and Brownian motion
di: Deng, Changsong, et al.
Pubblicazione: (2024)

SDEs with critical time dependent drifts: strong solutions
di: Röckner, Michael, et al.
Pubblicazione: (2021)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
di: Tan, Li, et al.
Pubblicazione: (2025)

On mild solutions to some dissipative SPDEs on $L^p$ spaces with additive noise
di: Marinelli, Carlo
Pubblicazione: (2023)

Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2020)

Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise
di: Li, Xiang, et al.
Pubblicazione: (2025)

Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
di: Jianhai, Bao, et al.
Pubblicazione: (2024)

Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise
di: Blömker, Dirk, et al.
Pubblicazione: (2025)