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Distribution dependent SDEs for Landau type equations

Citations

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Cited by:

  1. Ning, Ning & Wu, Jing & Zheng, Jinwei, 2024. "One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients," Stochastic Processes and their Applications, Elsevier, vol. 171(C).
  2. Ren, Panpan & Wu, Jiang-Lun, 2021. "Least squares estimation for path-distribution dependent stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 410(C).
  3. Jianhai Bao & Xing Huang, 2022. "Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients," Journal of Theoretical Probability, Springer, vol. 35(2), pages 1187-1215, June.
  4. Shen, Guangjun & Wang, Jiangpeng, 2025. "Conditional McKean–Vlasov stochastic differential equations driven by fractional Brownian motions," Chaos, Solitons & Fractals, Elsevier, vol. 196(C).
  5. Guangjun Shen & Qian Yu, 2026. "McKean–Vlasov Stochastic Differential Equations Driven by Fractional Stable Processes: Well-Posedness, Propagation of Chaos, Averaging Principle," Journal of Theoretical Probability, Springer, vol. 39(2), pages 1-28, June.
  6. Ma, Xiaocui & Yue, Haitao & Xi, Fubao, 2022. "The averaging method for doubly perturbed distribution dependent SDEs," Statistics & Probability Letters, Elsevier, vol. 189(C).
  7. Ren, Panpan, 2023. "Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality," Stochastic Processes and their Applications, Elsevier, vol. 156(C), pages 291-311.
  8. Guangjun Shen & Jie Song & Jiang-Lun Wu & Xiuwei Yin, 2025. "Stabilization of Distribution Dependent Stochastic Differential Equations Driven by Lévy Noise with Discrete-Time Feedback Controls," Journal of Theoretical Probability, Springer, vol. 38(4), pages 1-27, December.
  9. Bao, Jianhai & Wang, Jian, 2026. "Stationary distributions of McKean-Vlasov SDEs with jumps: Existence, multiplicity and uniqueness," Stochastic Processes and their Applications, Elsevier, vol. 198(C).
  10. Yulin Song, 2020. "Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps," Journal of Theoretical Probability, Springer, vol. 33(1), pages 201-238, March.
  11. Shanshan Hu & Yue Wang, 2025. "Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric," Journal of Theoretical Probability, Springer, vol. 38(1), pages 1-34, March.
  12. Xiyuan Su & Menglin Xu & Fen-Fen Yang, 2025. "Harnack Inequalities for Mean-Field G-Stochastic Differential Equations with Multiplicative Noise," Journal of Theoretical Probability, Springer, vol. 38(2), pages 1-29, June.
  13. Xing Huang & Xiaochen Ma, 2024. "Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations," Journal of Theoretical Probability, Springer, vol. 37(4), pages 3152-3176, November.
  14. Sijia Qin & Yulin Song & Zengwu Wang & Yihui Zhang, 2026. "Sensitivity Analysis for Mean-Field Stochastic Differential Equations with Jumps and Its Applications in Option Pricing," Journal of Theoretical Probability, Springer, vol. 39(2), pages 1-37, June.
  15. Qian, Jin & Shen, Guangjun, 2026. "Central limit theorem for distribution dependent SDEs with multiplicative fractional noise," Statistics & Probability Letters, Elsevier, vol. 235(C).
  16. Wang, Shengrong & Xie, Jie & Tan, Li, 2025. "Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions," Applied Mathematics and Computation, Elsevier, vol. 502(C).
  17. Xiao-Yu Zhao, 2024. "Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts," Journal of Theoretical Probability, Springer, vol. 37(4), pages 3654-3687, November.
  18. Yifan Bai & Xing Huang, 2023. "Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent Chan–Karolyi–Longstaff–Sanders and Vasicek Models," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1902-1921, September.
  19. Ning Ning & Jing Wu, 2026. "Well-Posedness and Propagation of Chaos for McKean–Vlasov Stochastic Variational Inequalities," Journal of Theoretical Probability, Springer, vol. 39(1), pages 1-48, March.
  20. Fan, Xiliang & Yu, Ting & Yuan, Chenggui, 2023. "Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 164(C), pages 383-415.
  21. Huang, Xing & Wang, Feng-Yu, 2019. "Distribution dependent SDEs with singular coefficients," Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4747-4770.
  22. Marco Rehmeier & Michael Röckner, 2025. "On Nonlinear Markov Processes in the Sense of McKean," Journal of Theoretical Probability, Springer, vol. 38(3), pages 1-36, September.
  23. Fan, Xiliang & Huang, Xing & Suo, Yongqiang & Yuan, Chenggui, 2022. "Distribution dependent SDEs driven by fractional Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 151(C), pages 23-67.
  24. Pengfei Zhao & Haiyan Yuan, 2025. "The Modified Stochastic Theta Scheme for Mean-Field Stochastic Differential Equations Driven by G-Brownian Motion Under Local One-Sided Lipschitz Conditions," Mathematics, MDPI, vol. 13(12), pages 1-24, June.
  25. Guangjun Shen & Qian Yu & Huan Zhou, 2025. "Nonparametric estimation for distribution dependent SDEs driven by fractional brownian motions with random effects," Statistical Papers, Springer, vol. 66(5), pages 1-22, August.
  26. Sharrock, Louis & Kantas, Nikolas & Parpas, Panos & Pavliotis, Grigorios A., 2023. "Online parameter estimation for the McKean–Vlasov stochastic differential equation," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 481-546.
  27. Liu, Zhuoqi & Gao, Shuaibin & Guo, Qian, 2026. "Stability of exact and numerical solutions for McKean–Vlasov stochastic differential equations with Hölder diffusion coefficients," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 246(C), pages 746-760.
  28. Li, Butong & Meng, Yongna & Sun, Xiaobin & Yang, Ting, 2022. "Optimal strong convergence rate for a class of McKean–Vlasov SDEs with fast oscillating perturbation," Statistics & Probability Letters, Elsevier, vol. 191(C).
  29. Wang, Jiangpeng & Shen, Guangjun & Zhang, Xuekang, 2026. "Mckean–Vlasov stochastic functional differential equations with common noise driven by fractional Brownian motions," Chaos, Solitons & Fractals, Elsevier, vol. 209(P1).
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