具有不连续扩散系数的平均场随机微分方程

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-01-01 DOI:10.3934/puqr.2023016

Jani Nykänen

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引用次数: 0

摘要

我们研究了$ {\mathbb{R}}^d $值的平均场随机微分方程，该方程的扩散系数在过程的$ L_p $范数上以不连续的方式变化。在鲁棒漂移存在的情况下，我们建立了唯一的全局强解的存在性，同时也研究了全局解存在不确定的情况。

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Mean-field stochastic differential equations with a discontinuous diffusion coefficient

We study $ {\mathbb{R}}^d $ -valued mean-field stochastic differential equations with a diffusion coefficient that varies in a discontinuous manner on the $ L_p $ -norm of the process. We establish the existence of a unique global strong solution in the presence of a robust drift, while also investigating scenarios where the presence of a global solution is not assured.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.