Distribution dependent stochastic differential equations / (Record no. 49762)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02938nam a2200445 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | WSP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260416153413.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240919s2025 si ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789811280153 |
| -- | (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9811280150 |
| -- | (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9789811280146 |
| -- | (hbk.) |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029040 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 007020 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 007000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2/2 |
| Edition number | 23 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Wang, Feng-Yu. |
| 245 10 - TITLE STATEMENT | |
| Title | Distribution dependent stochastic differential equations / |
| Statement of responsibility, etc | Feng-Yu Wang, Panpan Ren. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Singapore : |
| Name of publisher, distributor, etc | World Scientific, |
| Date of publication, distribution, etc | c2025. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xii, 361 p.). |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Contents | Singular stochastic differential equations -- Singular reflected SDEs -- DDSDEs: well-posedness -- DDSDEs: Harnack inequality and derivative estimates -- DDSDEs: long time behaviors -- DDSDEs with reflecting boundary -- Killed DDSDEs. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type of SDEs is named after McKean-Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellian gas. Moreover, by using the propagation of chaos for Kac particle systems, weak solutions of DDSDEs are constructed as weak limits of mean field particle systems when the number of particles goes to infinity, so that DDSDEs are also called mean-field SDEs. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961). This book provides a self-contained account on singular SDEs and DDSDEs with or without reflection. It covers well-posedness and regularities for singular stochastic differential equations; well-posedness for singular reflected SDEs; well-posedness of singular DDSDEs; Harnack inequalities and derivative formulas for singular DDSDEs; long time behaviors for DDSDEs; DDSDEs with reflecting boundary; and killed DDSDEs"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic differential equations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ren, Panpan. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://www.worldscientific.com/worldscibooks/10.1142/13512#t=toc">https://www.worldscientific.com/worldscibooks/10.1142/13512#t=toc</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Electronic Books |
| 490 1# - SERIES STATEMENT | |
| Series statement | World Scientific series on probability theory and its applications, |
| International Standard Serial Number | 2737-4475 ; |
| Volume number/sequential designation | vol. 5 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| -- | Publisher's website. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | Mode of access: World Wide Web. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | System requirements: Adobe Acrobat Reader. |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | World Scientific series on probability theory and its applications ; |
| Volume number/sequential designation | vol. 5. |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Location | Date of Cataloging | Total Checkouts | Full call number | Barcode | Date last seen | Uniform Resource Identifier | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | CUTN Central Library | CUTN Central Library | 16/04/2026 | 519.2/2 | EB04951 | 16/04/2026 | https://doi.org/10.1142/13512 | 16/04/2026 | Electronic Books |