Distribution dependent reflecting stochastic differential equations

To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting stochastic differential equations (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting stochastic differential equations with singular drifts, and 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 stochastic differential equations is established.