Singular degenerate SDEs : Well-posedness and exponential ergodicity

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Detail(s)

Original languageEnglish
Pages (from-to)632-661
Journal / PublicationJournal of Differential Equations
Volume413
Online published5 Sept 2024
Publication statusOnline published - 5 Sept 2024

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DOI

DOI
Check@CityULib
Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-85203001764&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(53c05113-6e0a-48f4-80c2-bef51bb3506f).html

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. © 2024 Published by Elsevier Inc.

Research Area(s)

  • Exponential ergodicity, Singular degenerate SDE, Well-posedness

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Publication fingerprints text

100
Well-posedness Keyphrases
100
Exponential Ergodic... Keyphrases
100
Degenerate SDEs Keyphrases
100
stochastic processe... INIS
100
applications INIS
100
hamiltonians INIS
100
noise INIS
100
Posedness Mathematics
100
Ergodicity Mathematics
33
Integrable Keyphrases
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Citation Format(s)

[ RIS ] [ BibTeX ]
Singular degenerate SDEs: Well-posedness and exponential ergodicity. / Grothaus, Martin; Ren, Panpan; Wang, Feng-Yu.
In: Journal of Differential Equations, Vol. 413, 25.12.2024, p. 632-661.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review