Well-posedness of distribution dependent SDEs with singular drifts
文献类型：期刊论文
| 作者 | Roeckner, Michael1,2; Zhang, Xicheng3 |
| 刊名 | BERNOULLI
 |
| 出版日期 | 2021-05-01 |
| 卷号 | 27期号:2页码:1131-1158 |
| 关键词 | Distribution dependent SDEs Zvonkin's transformation singular drifts superposition principle McKean-Vlasov system |
| ISSN号 | 1350-7265 |
| DOI | 10.3150/20-BEJ1268 |
| 英文摘要 | Consider the following distribution dependent SDE: dX(t) = sigma(t)(X-t, mu X-t) dW(t) + b(t)(X-t, mu X-t) dt, where mu X-t stands for the distribution of X-t. In this paper for non-degenerate sigma, we show the strong well-posedness of the above SDE under some integrability assumptions in the spatial variable and Lipschitz continuity in mu about b and sigma. In particular, we extend the results of Krylov-Rockner (Probab. Theory Related Fields 131 (2005) 154-196) to the distribution dependent case. |
| 资助项目 | NNSFC grant of China[11731009] ; DFG[CRC 1283] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000634567600017 |
| 出版者 | INT STATISTICAL INST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58396]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Roeckner, Michael |
| 作者单位 | 1.Univ Bielefeld, Fak Math, D-33615 Bielefeld, Germany 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China |
| 推荐引用方式 GB/T 7714 | Roeckner, Michael,Zhang, Xicheng. Well-posedness of distribution dependent SDEs with singular drifts[J]. BERNOULLI,2021,27(2):1131-1158. |
| APA | Roeckner, Michael,&Zhang, Xicheng.(2021).Well-posedness of distribution dependent SDEs with singular drifts.BERNOULLI,27(2),1131-1158. |
| MLA | Roeckner, Michael,et al."Well-posedness of distribution dependent SDEs with singular drifts".BERNOULLI 27.2(2021):1131-1158. |
入库方式： OAI收割
来源：数学与系统科学研究院
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