Stochastic functional Hamiltonian system with singular coefficients

DOI10.3934/CPAA.2020060zbMATH Open1456.60147OpenAlexW2990671057WikidataQ126541482 ScholiaQ126541482MaRDI QIDQ2300972FDOQ2300972

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

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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)

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

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