Well-posedness and regularity for distribution dependent SPDEs with singular drifts
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Publication:1995019
DOI10.1016/j.na.2020.112167zbMath1457.60098arXiv2002.10617OpenAlexW3092830169MaRDI QIDQ1995019
Publication date: 18 February 2021
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.10617
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10)
Related Items (11)
Distribution-dependent stochastic porous media equations ⋮ Large and moderate deviation principles for McKean-Vlasov SDEs with jumps ⋮ Distribution dependent reflecting stochastic differential equations ⋮ Large and moderate deviation principles for path-distribution-dependent stochastic differential equations ⋮ Large deviation principle for distribution dependent S(P)DEs with singular drift ⋮ Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients ⋮ Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations ⋮ Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations ⋮ Density functions of distribution dependent SDEs driven by Lévy noises
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