Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps

Distribution dependent SDEs for Landau type equations

Feng‐Yu Wang · Stochastic Processes and their Applications · 2017 · 276 citations

Natural Sciences, Mathematics, Physics +12

Malliavin calculus for processes with jumps

Acta Applicandae Mathematicae · 1991 · 273 citations

Engineering, Mathematics, Stochastic Processes +9

Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics

René Carmona, François Delarue · The Annals of Probability · 2015 · 251 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Probabilistic approach for granular media equations in the non-uniformly convex case

Patrick Cattiaux, Arnaud Guillin, Florent Malrieu · Probability Theory and Related Fields · 2007 · 169 citations · Full text

Natural Sciences, Civil Engineering, Mathematics +14

McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets

C. D. Graham · Stochastic Processes and their Applications · 1992 · 112 citations

Engineering, Mathematics, Differential Equations +15