Journal article 200 views
Distribution dependent SDEs driven by fractional Brownian motions
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
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.spa.2022.05.007
Abstract
Distribution dependent SDEs driven by fractional Brownian motions
| Published in: | Stochastic Processes and their Applications |
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| ISSN: | 0304-4149 |
| Published: |
Elsevier BV
2022
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa60066 |
| Tags: |
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| Keywords: |
Distribution dependent SDE; Fractional Brownian motion; Bismut type formula; Lions derivative; Wasserstein distance |
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| 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 |