KMS Of Academy of mathematics and systems sciences, CAS
The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients | |
Luo, Dejun1,2 | |
2018 | |
发表期刊 | STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES |
ISSN | 1744-2508 |
卷号 | 90期号:3页码:379-410 |
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. |
关键词 | Stochastic differential equation Osgood and Sobolev condition DiPerna-Lions theory Fokker-Planck equation stochastic flow |
DOI | 10.1080/17442508.2017.1357723 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied ; Statistics & Probability |
WOS记录号 | WOS:000427283600004 |
出版者 | TAYLOR & FRANCIS LTD |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/29911 |
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. |
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