Issue on recent studies of distribution dependent stochastic differential equations

Preface
Chenggui Yuan

Killed distribution dependent SDE for nonlinear Dirichlet problem
Feng-Yu Wang

Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
Huijie Qiao and Jun Gong

Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations
Yun Li and Longjie Xie

Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
Shao-Qin Zhang

Large and moderate deviation principles for path-distribution-dependent stochastic differential equations
Xinyi Gu and Yulin Song

Mean-field stochastic differential equations driven by -Brownian motion
Menglin Xu, Fen-Fen Yang and Wensheng Yin

Mean field backward doubly stochastic Volterra integral equations and their applications
Hao Wu and Junhao Hu

Stochastic maximum principle for weighted mean-field system
Yanyan Tang and Jie Xiong

Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion
Xing Huang and Xucheng Wang

Numerical schemes for fully coupled mean-field forward backward stochastic differential equations
Yabing Sun and Weidong Zhao

The tamed Euler–Maruyama approximation of Mckean–Vlasov stochastic differential equations and asymptotic error analysis
Huagui Liu, Fuke Wu and Minyu Wu

Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process
Xiliang Fan and Xiaoyan Jiang

Large deviation principle for distribution dependent S(P)DEs with singular drift
Yongqiang Suo

Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes
Shuaibin Gao, Zhuoqi Liu, Junhao Hu and Qian Guo

Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations
Yuanping Cui, Xiaoyue Li, Yi Liu and Chenggui Yuan