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Distribution dependent SDEs driven by fractional Brownian motions

Xiliang Fan, Xing Huang, Yongqiang SUO, Chenggui Yuan Orcid Logo

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

Swansea University Authors: Yongqiang SUO, Chenggui Yuan Orcid Logo

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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
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URI: https://cronfa.swan.ac.uk/Record/cronfa60066
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spelling v2 60066 2022-05-24 Distribution dependent SDEs driven by fractional Brownian motions c74223802c4c5dabd8da88041356e413 Yongqiang SUO Yongqiang SUO true false 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2022-05-24 MACS Journal Article Stochastic Processes and their Applications 151 23 67 Elsevier BV 0304-4149 Distribution dependent SDE; Fractional Brownian motion; Bismut type formula; Lions derivative; Wasserstein distance 1 9 2022 2022-09-01 10.1016/j.spa.2022.05.007 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University Not Required 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) 2024-07-10T13:09:42.4106220 2022-05-24T08:52:45.2807361 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Xiliang Fan 1 Xing Huang 2 Yongqiang SUO 3 Chenggui Yuan 0000-0003-0486-5450 4 60066__24384__726f9fe7c955478aa7a3ba1838320955.pdf 60066.pdf 2022-06-23T15:22:24.5243983 Output 518192 application/pdf Accepted Manuscript true 2023-05-30T00:00:00.0000000 ©2022 All rights reserved. All article content, except where otherwise noted, is licensed under a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND) true eng https://creativecommons.org/licenses/by-nc-nd/4.0/
title Distribution dependent SDEs driven by fractional Brownian motions
spellingShingle Distribution dependent SDEs driven by fractional Brownian motions
Yongqiang SUO
Chenggui Yuan
title_short Distribution dependent SDEs driven by fractional Brownian motions
title_full Distribution dependent SDEs driven by fractional Brownian motions
title_fullStr Distribution dependent SDEs driven by fractional Brownian motions
title_full_unstemmed Distribution dependent SDEs driven by fractional Brownian motions
title_sort Distribution dependent SDEs driven by fractional Brownian motions
author_id_str_mv c74223802c4c5dabd8da88041356e413
22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv c74223802c4c5dabd8da88041356e413_***_Yongqiang SUO
22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Yongqiang SUO
Chenggui Yuan
author2 Xiliang Fan
Xing Huang
Yongqiang SUO
Chenggui Yuan
format Journal article
container_title Stochastic Processes and their Applications
container_volume 151
container_start_page 23
publishDate 2022
institution Swansea University
issn 0304-4149
doi_str_mv 10.1016/j.spa.2022.05.007
publisher Elsevier BV
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
published_date 2022-09-01T13:09:41Z
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score 11.016235

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