Journal article 305 views
Distribution Dependent Reflecting Stochastic Differential Equations
Feng-yu Wang 
Science China Mathematics
Swansea University Author:
Feng-yu Wang
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DOI (Published version): 10.48550/arXiv.2106.12737
Abstract
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting SDEs with singular drifts, then extend these results to DDRSD...
| Published in: | Science China Mathematics |
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| Published: |
Springer
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa61956 |
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| Abstract: |
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting SDEs with singular drifts, then extend these results to DDRSDEs with singular or monotone coefficients, for which a general criterion deducing the well-posedness of DDRSDEs from that of reflecting SDEs is established. |
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| Item Description: |
In Press |
| College: |
Faculty of Science and Engineering |