000			02938nam a2200445 a 4500
001			00013512
003			WSP
005			20260416153413.0
007			cr |nu|||unuuu
008			240919s2025 si ob 001 0 eng d
010			_a 2024040471
020			_a9789811280153 _q(ebook)
020			_a9811280150 _q(ebook)
020			_z9789811280146 _q(hbk.)
040			_aWSPC _beng _cWSPC
050		4	_aQA274.23
072		7	_aMAT _x029040 _2bisacsh
072		7	_aMAT _x007020 _2bisacsh
072		7	_aMAT _x007000 _2bisacsh
082	0	4	_a519.2/2 _223
049			_aMAIN
100	1		_aWang, Feng-Yu.
245	1	0	_aDistribution dependent stochastic differential equations / _cFeng-Yu Wang, Panpan Ren.
260			_aSingapore : _bWorld Scientific, _cc2025.
300			_a1 online resource (xii, 361 p.).
490	1		_aWorld Scientific series on probability theory and its applications, _x2737-4475 ; _vvol. 5
504			_aIncludes bibliographical references and index.
505	0		_aSingular 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			_a"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"-- _cPublisher's website.
538			_aMode of access: World Wide Web.
538			_aSystem requirements: Adobe Acrobat Reader.
650		0	_aStochastic differential equations.
650		0	_aDistribution (Probability theory)
650		0	_aStochastic analysis.
655		0	_aElectronic books.
700	1		_aRen, Panpan.
830		0	_aWorld Scientific series on probability theory and its applications ; _vvol. 5.
856	4	0	_uhttps://www.worldscientific.com/worldscibooks/10.1142/13512#t=toc
942			_cE-BOOK
999			_c49762 _d49762