Existence of periodic probability solutions to Fokker-Planck equations with applications

doi:10.1016/j.jfa.2019.108281

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	Existence of periodic probability solutions to Fokker-Planck equations with applications
	Ji, Min1,2,3 ; Qi, Weiwei 3,4; Shen, Zhongwei 4; Yi, Yingfei 4,5
	2019-12-01
发表期刊	JOURNAL OF FUNCTIONAL ANALYSIS
ISSN	0022-1236
卷号	277 期号:11 页码:41
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.
关键词	Fokker-Planck equation Periodic probability solution Stochastic differential inclusion Stochastic damping Hamiltonian system
DOI	10.1016/j.jfa.2019.108281
语种	英语
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
WOS类目	Mathematics
WOS记录号	WOS:000489357700009
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/35796
专题	数学所
通讯作者	Qi, Weiwei
作者单位	1.Chinese Acad Sci, Hua Loo Keng Key Lab Math, Beijing 100190, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 4.Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada 5.Jilin Univ, Sch Math, Changchun 130012, Jilin, Peoples R China
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.