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Nonlinear Fokker--Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs
Discrete and Continuous Dynamical Systems, Volume: 39, Issue: 6, Pages: 3017 - 3035
Swansea University Author: Feng-yu Wang
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DOI (Published version): 10.3934/dcds.2019125
Abstract
Nonlinear Fokker--Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs
Published in: | Discrete and Continuous Dynamical Systems |
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Published: |
2019
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Online Access: |
http://www.aimsciences.org/article/doi/10.3934/dcds.2019125 |
URI: | https://cronfa.swan.ac.uk/Record/cronfa46038 |
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College: |
Faculty of Science and Engineering |
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Issue: |
6 |
Start Page: |
3017 |
End Page: |
3035 |