Distribution dependent reflecting stochastic differential equations

DOI10.1007/s11425-021-2028-yzbMath1523.60105arXiv2106.12737MaRDI QIDQ6084687

Feng-Yu Wang

Publication date: 6 November 2023

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.12737

zbMATH Keywords

well-posednesslog-Harnack inequalitydistribution dependent reflecting stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (2)

Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise ⋮ One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
• Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
• Harnack inequalities on manifolds with boundary and applications
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
• From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary condition in convex regions
• On stability and existence of solutions of SDEs with reflection at the boundary
• Distribution dependent SDEs for Landau type equations
• Strong solutions of stochastic equations with singular time dependent drift
• Well-posedness and regularity for distribution dependent SPDEs with singular drifts
• A Zvonkin's transformation for stochastic differential equations with singular drift and applications
• Distribution dependent stochastic differential equations
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• \(L^q(L^p)\)-theory of stochastic differential equations
• Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
• Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
• Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
• Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
• Strong solutions to reflecting stochastic differential equations with singular drift
• A STOCHASTIC GRONWALL LEMMA
• Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations
• Fokker–Planck–Kolmogorov Equations
• Stochastic differential equations with reflecting boundary conditions
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
• A kinetic equation for granular media
• Harnack inequalities for SDEs with multiplicative noise and non-regular drift
• Probabilistic Theory of Mean Field Games with Applications I
• Stochastic Equations for Diffusion Processes in a Bounded Region. II
• Optimal Transport
• Exponential ergodicity for singular reflecting McKean-Vlasov SDEs

This page was built for publication: Distribution dependent reflecting stochastic differential equations