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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...

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Published in: Science China Mathematics
ISSN: 1674-7283 1869-1862
Published: Springer Science and Business Media LLC 2023
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URI: https://cronfa.swan.ac.uk/Record/cronfa61956
first_indexed 2022-12-22T09:28:34Z
last_indexed 2024-11-14T12:20:04Z
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spelling 2024-09-16T16:32:40.9873153 v2 61956 2022-11-20 Distribution dependent reflecting stochastic differential equations 6734caa6d9a388bd3bd8eb0a1131d0de Feng-yu Wang Feng-yu Wang true false 2022-11-20 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 66 11 2411 2456 Springer Science and Business Media LLC 1674-7283 1869-1862 distribution dependent reflecting stochastic differential equations; well-posedness; log-Harnack inequality 1 11 2023 2023-11-01 10.1007/s11425-021-2028-y COLLEGE NANME COLLEGE CODE Swansea University 2024-09-16T16:32:40.9873153 2022-11-20T00:57:50.2905095 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Feng-yu Wang 1 61956__26106__f937787d04424085959edaae4562eeb7.pdf 61956.AAM.pdf 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
container_volume 66
container_issue 11
container_start_page 2411
publishDate 2023
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
document_store_str 1
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 2023-11-01T20:17:36Z
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score 11.04748

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