Distribution dependent reflecting stochastic differential equations

被引：18

作者：

Wang, Feng-Yu ^{[1
]}

机构：

[1] Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China

来源：

SCIENCE CHINA-MATHEMATICS | 2023年 / 66卷 / 11期

基金：

中国国家自然科学基金;

关键词：

distribution dependent reflecting stochastic differential equations; well-posedness; log-Harnack inequality; HARNACK INEQUALITY; SDES; ERGODICITY; SPDES;

D O I：

10.1007/s11425-021-2028-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：2411 / 2456

页数：46

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