Journal article 518 views 9 downloads
Distribution dependent reflecting stochastic differential equations
Feng-yu Wang
Science China Mathematics, Volume: 66, Issue: 11, Pages: 2411 - 2456
Swansea University Author: Feng-yu Wang
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DOI (Published version): 10.1007/s11425-021-2028-y
Abstract
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting SDEs with singular drifts, then extend these results to DDRSD...
| Published in: | Science China Mathematics |
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| ISSN: | 1674-7283 1869-1862 |
| Published: |
Springer Science and Business Media LLC
2023
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa61956 |
| Abstract: |
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting SDEs with singular drifts, then extend these results to DDRSDEs with singular or monotone coefficients, for which a general criterion deducing the well-posedness of DDRSDEs from that of reflecting SDEs is established. |
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| Keywords: |
distribution dependent reflecting stochastic differential equations; well-posedness; log-Harnack inequality |
| College: |
Faculty of Science and Engineering |
| Issue: |
11 |
| Start Page: |
2411 |
| End Page: |
2456 |