The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
文献类型：期刊论文
| 作者 | Luo, Dejun1,2
|
| 刊名 | STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
 |
| 出版日期 | 2018 |
| 卷号 | 90期号:3页码:379-410 |
| ISSN号 | 1744-2508 |
| 关键词 | Stochastic differential equation Osgood and Sobolev condition DiPerna-Lions theory Fokker-Planck equation stochastic flow |
| DOI | 10.1080/17442508.2017.1357723 |
| 英文摘要 | We study the degenerate Ito SDE on R-d whose drift coefficient only fulfills a mixed Osgood and Sobolev regularity. Under suitable assumptions on the gradient of the diffusion coefficient and on the divergence of the drift coefficient, we prove the existence and uniqueness of generalized stochastic flows associated to such equations. We also prove the uniqueness of solutions to the corresponding Fokker-Planck equation by using the probabilistic method. |
| 语种 | 英语 |
| 出版者 | TAYLOR & FRANCIS LTD |
| WOS记录号 | WOS:000427283600004 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29910]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Luo, Dejun |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Random Complex Struct & Data Sci, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Luo, Dejun. The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients[J]. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES,2018,90(3):379-410. |
| APA | Luo, Dejun.(2018).The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients.STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES,90(3),379-410. |
| MLA | Luo, Dejun."The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients".STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 90.3(2018):379-410. |
入库方式： OAI收割
来源：数学与系统科学研究院
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