REVIEW 1 cited by
Image Dependent Conditional McKean-Vlasov SDEs for Measure-Valued Diffusion Processes
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
Signed reviews
abstract
We consider a special class of mean field SDEs with common noise which depend on the image of the solution (i.e. the conditional distribution given noise). The strong well-posedness is derived under a monotone condition which is weaker than those used in the literature of mean field games, the Feynman-Kac formula is established to solve Schr\"ordinegr type PDEs on $\scr P_2$, and the ergodicity is proved for a class of measure-valued diffusion processes.
Forward citations
Cited by 1 Pith paper
-
Derivative Formulas in Measure on Riemannian Manifolds
For functions of measures on Riemannian manifolds, the intrinsic and Lions derivatives coincide and equal the gradient of the extrinsic derivative, giving a direct limit formula for computing them.
Discussion (0). Continue with ORCID to comment.