Well-posedness and regularity for distribution dependent SPDEs with singular drifts

DOI10.1016/J.NA.2020.112167zbMATH Open1457.60098arXiv2002.10617OpenAlexW3092830169MaRDI QIDQ1995019FDOQ1995019

Authors: Xing Huang, Yulin Song 

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

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zbMATH Keywords

Harnack inequalityrelative entropycylindrical Brownian motionDini continuousdistribution dependent

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited In (22)

• Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality
• Distribution dependent SDEs with singular coefficients
• 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
• Distribution dependent reflecting stochastic differential equations
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
• Large and moderate deviation principles for path-distribution-dependent stochastic differential equations
• Distribution-dependent stochastic porous media equations
• Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system
• Density functions of distribution dependent SDEs driven by Lévy noises
• Well-posedness of distribution dependent SDEs with singular drifts
• Harnack inequality for distribution dependent second-order stochastic differential equations
• Well-posedness for path-distribution dependent stochastic differential equations with singular drifts
• Distribution dependent SDEs for Navier-Stokes type equations
• Killed distribution dependent SDE for nonlinear Dirichlet problem
• Large deviation principle for distribution dependent S(P)DEs with singular drift
• Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching
• 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
• Distribution dependent SDEs driven by additive continuous noise

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