Well-posedness and regularity for distribution dependent SPDEs with singular drifts
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Publication:1995019
DOI10.1016/J.NA.2020.112167zbMATH Open1457.60098arXiv2002.10617OpenAlexW3092830169MaRDI QIDQ1995019FDOQ1995019
Publication date: 18 February 2021
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Abstract: In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some regularity results as well as gradient estimates and log-Harnack inequality are derived for the associated semigroup. In addition, dimensional free Harnack inequality with power and shift Harnack inequality are also proved when the noise is additive. All of the results extend the ones in the distribution independent situation.
Full work available at URL: https://arxiv.org/abs/2002.10617
Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cited In (17)
- Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality
- Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients
- Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise
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- Probability distance estimates between diffusion processes and applications to singular McKean-Vlasov SDEs
- Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
- Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations
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