Distribution Dependent Reflecting Stochastic Differential Equations
Probability
2021-10-26 v5
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.
Keywords
Cite
@article{arxiv.2106.12737,
title = {Distribution Dependent Reflecting Stochastic Differential Equations},
author = {Feng-Yu Wang},
journal= {arXiv preprint arXiv:2106.12737},
year = {2021}
}
Comments
58 pages