Existence of periodic probability solutions to Fokker-Planck equations with applications
文献类型：期刊论文
| 作者 | Ji, Min1,2,3 ; Qi, Weiwei1,5; Shen, Zhongwei5; Yi, Yingfei4,5
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| 刊名 | JOURNAL OF FUNCTIONAL ANALYSIS
 |
| 出版日期 | 2019-12-01 |
| 卷号 | 277期号:11页码:41 |
| 关键词 | Fokker-Planck equation Periodic probability solution Stochastic differential inclusion Stochastic damping Hamiltonian system |
| ISSN号 | 0022-1236 |
| DOI | 10.1016/j.jfa.2019.108281 |
| 英文摘要 | In the present paper, we consider a Fokker-Planck equation associated to periodic stochastic differential equations with irregular coefficients. We define periodic probability solutions to be periodic analogs of stationary measures for stationary Fokker-Planck equations, and study their existence in both non-degenerate and degenerate cases. In the non-degenerate case, a Lyapunov condition is imposed to ensure the existence of periodic probability solutions to the Fokker-Planck equation with Sobolev coefficients. In the degenerate case with slightly more regular coefficients, the existence is established under the same Lyapunov condition. As applications of our results, we construct periodic probability solutions to Fokker-Planck equations associated to stochastic damping Hamiltonian systems and stochastic differential inclusions. (C) 2019 Elsevier Inc. All rights reserved. |
| 资助项目 | NSFC[10421101] ; NSFC[11571344] ; China Scholarship Council ; University of Alberta ; NSERC[RGPIN-2018-04371] ; NSERC[DGECR-2018-00353] ; NSERC[1257749] ; PIMS CRG grant ; Jilin University |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000489357700009 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/35795]  |
| 专题 | 数学所 |
| 通讯作者 | Qi, Weiwei |
| 作者单位 | 1.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Chinese Acad Sci, Hua Loo Keng Key Lab Math, Beijing 100190, Peoples R China 4.Jilin Univ, Sch Math, Changchun 130012, Jilin, Peoples R China 5.Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada |
| 推荐引用方式 GB/T 7714 | Ji, Min,Qi, Weiwei,Shen, Zhongwei,et al. Existence of periodic probability solutions to Fokker-Planck equations with applications[J]. JOURNAL OF FUNCTIONAL ANALYSIS,2019,277(11):41. |
| APA | Ji, Min,Qi, Weiwei,Shen, Zhongwei,&Yi, Yingfei.(2019).Existence of periodic probability solutions to Fokker-Planck equations with applications.JOURNAL OF FUNCTIONAL ANALYSIS,277(11),41. |
| MLA | Ji, Min,et al."Existence of periodic probability solutions to Fokker-Planck equations with applications".JOURNAL OF FUNCTIONAL ANALYSIS 277.11(2019):41. |
入库方式： OAI收割
来源：数学与系统科学研究院
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