Stochastic functional Hamiltonian system with singular coefficients

DOI10.3934/CPAA.2020060MaRDI QIDQ2300972zbMATH OpenOpenAlexWikidataFDO

Authors Xing Huang, Wujun Lv

Publication date 28 February 2020

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/cpaa.2020060

zbMATH Keywords

Harnack inequalitiesfunctional SDEsstochastic functional Hamiltonian systemZvonkin type transformHölder-Dini continuous

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(2)

• Stochastic Hamiltonian flows with singular coefficients
• Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system

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