Distribution dependent SDEs driven by fractional Brownian motions

Journal article 708 views 21 downloads

Xiliang Fan, Xing Huang, Yongqiang SUO, Chenggui Yuan

Stochastic Processes and their Applications, Volume: 151, Pages: 23 - 67

Swansea University Authors: Yongqiang SUO, Chenggui Yuan

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DOI (Published version): 10.1016/j.spa.2022.05.007

Published in:	Stochastic Processes and their Applications
ISSN:	0304-4149
Published:	Elsevier BV 2022
Online Access:	Check full text
URI:	https://cronfa.swan.ac.uk/Record/cronfa60066

Keywords:	Distribution dependent SDE; Fractional Brownian motion; Bismut type formula; Lions derivative; Wasserstein distance
College:	Faculty of Science and Engineering
Funders:	X. Fan is supported by the DFG, Germany through the CRC 1283 Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications, the Natural Science Foundation of Anhui Province, China (No. 2008085MA10) and the National Natural Science Foundation of China (Nos. 11871076, 12071003). X. Huang is supported by the National Natural Science Foundation of China (No. 11801406)
Start Page:	23
End Page:	67