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Distribution dependent reflecting stochastic differential equations

Feng-yu Wang

Science China Mathematics

Swansea University Author: Feng-yu Wang

  • Accepted Manuscript under embargo until: 4th September 2024

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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...

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Published in: Science China Mathematics
ISSN: 1674-7283 1869-1862
Published: Springer Science and Business Media LLC
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URI: https://cronfa.swan.ac.uk/Record/cronfa61956
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first_indexed 2022-12-22T09:28:34Z
last_indexed 2023-03-14T04:22:40Z
id cronfa61956
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spelling v2 61956 2022-11-20 Distribution dependent reflecting stochastic differential equations 6734caa6d9a388bd3bd8eb0a1131d0de Feng-yu Wang Feng-yu Wang true false 2022-11-20 FGSEN 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. Journal Article Science China Mathematics Springer Science and Business Media LLC 1674-7283 1869-1862 0 0 0 0001-01-01 10.1007/s11425-021-2028-y http://dx.doi.org/10.1007/s11425-021-2028-y COLLEGE NANME Science and Engineering - Faculty COLLEGE CODE FGSEN Swansea University 2023-10-03T12:31:19.2195208 2022-11-20T00:57:50.2905095 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Feng-yu Wang 1 Under embargo Under embargo 2022-12-20T09:02:05.5824581 Output 519902 application/pdf Accepted Manuscript true 2024-09-04T00:00:00.0000000 true eng
title Distribution dependent reflecting stochastic differential equations
spellingShingle Distribution dependent reflecting stochastic differential equations
Feng-yu Wang
title_short Distribution dependent reflecting stochastic differential equations
title_full Distribution dependent reflecting stochastic differential equations
title_fullStr Distribution dependent reflecting stochastic differential equations
title_full_unstemmed Distribution dependent reflecting stochastic differential equations
title_sort Distribution dependent reflecting stochastic differential equations
author_id_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de
author_id_fullname_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang
author Feng-yu Wang
author2 Feng-yu Wang
format Journal article
container_title Science China Mathematics
institution Swansea University
issn 1674-7283
1869-1862
doi_str_mv 10.1007/s11425-021-2028-y
publisher Springer Science and Business Media LLC
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url http://dx.doi.org/10.1007/s11425-021-2028-y
document_store_str 0
active_str 0
description 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.
published_date 0001-01-01T12:31:20Z
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score 11.013148

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