Singular degenerate SDEs: Well-posedness and exponential ergodicity

IF 2.4 2区数学 Q1 MATHEMATICS

Journal of Differential Equations Pub Date : 2024-09-05 DOI:10.1016/j.jde.2024.08.060

Martin Grothaus , Panpan Ren , Feng-Yu Wang

引用次数: 0

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.

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奇异退化 SDEs：摆平性和指数遍历性

对于含有奇异漂移项的随机哈密顿系统，证明了它的拟合性和指数遍历性，而奇异漂移项在有噪声的分量中是局部可积分的。作为应用，还推导了一类奇异退化麦金-弗拉索夫 SDE 的好拟性和均匀指数遍历性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Differential Equations 数学-数学

CiteScore

4.40

自引率

8.30%

发文量

543

审稿时长

9 months

期刊介绍： The Journal of Differential Equations is concerned with the theory and the application of differential equations. The articles published are addressed not only to mathematicians but also to those engineers, physicists, and other scientists for whom differential equations are valuable research tools. Research Areas Include: • Mathematical control theory • Ordinary differential equations • Partial differential equations • Stochastic differential equations • Topological dynamics • Related topics