TY - JOUR
T1 - Singular degenerate SDEs
T2 - Well-posedness and exponential ergodicity
AU - Grothaus, Martin
AU - Ren, Panpan
AU - Wang, Feng-Yu
PY - 2024/12/25
Y1 - 2024/12/25
N2 - 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.
AB - 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.
KW - Exponential ergodicity
KW - Singular degenerate SDE
KW - Well-posedness
UR - http://www.scopus.com/inward/record.url?scp=85203001764&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85203001764&origin=recordpage
U2 - 10.1016/j.jde.2024.08.060
DO - 10.1016/j.jde.2024.08.060
M3 - RGC 21 - Publication in refereed journal
SN - 0022-0396
VL - 413
SP - 632
EP - 661
JO - Journal of Differential Equations
JF - Journal of Differential Equations
ER -