Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity
Probability
2023-05-02 v1
Abstract
The well-posedness and exponential ergodicity are proved for stochastic Hamiltonian systems containing a singular drift term which is locally integrable in the component with noise. As an application, the well-posedness and uniform exponential ergodicity are derived for a class of singular degenerated McKean-Vlasov SDEs.
Cite
@article{arxiv.2305.00129,
title = {Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity},
author = {Panpan Ren and Martin Grothaus and Feng-Yu Wang},
journal= {arXiv preprint arXiv:2305.00129},
year = {2023}
}
Comments
26 pages