A New Type Distribution Dependent SDE for Singular Nonlinear PDE
Analysis of PDEs
2022-11-14 v3 Probability
Abstract
We propose a new type SDE depending on the future distributions with all initial values, and establish the correspondence between this equation and the associated singular nonlinear PDE. Well-posedness and regularities are investigated.
Keywords
Cite
@article{arxiv.2204.00257,
title = {A New Type Distribution Dependent SDE for Singular Nonlinear PDE},
author = {Feng-yu Wang},
journal= {arXiv preprint arXiv:2204.00257},
year = {2022}
}
Comments
28 pages