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McKean SDEs with singular coefficients (Q6187891)

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scientific article; zbMATH DE number 7788713

Language	Label	Description	Also known as
English	McKean SDEs with singular coefficients	scientific article; zbMATH DE number 7788713

Statements

scholarly article

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McKean SDEs with singular coefficients (English)

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Francesco Russo

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Annales de l'Institut Henri Poincaré. Probabilités et Statistiques

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publication date

16 January 2024

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full work available at URL

https://arxiv.org/abs/2107.14453

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zbMATH Keywords

distributional drift

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martingale problem

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McKean

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stochastic differential equations

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MaRDI profile type

MaRDI publication profile

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Fourier Analysis and Nonlinear Partial Differential Equations

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Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations

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Brownian motion with singular drift

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Calcul symbolique et propagation des singularités pour les équations aux dérivées partielles non linéaires

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Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential

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Probabilistic Theory of Mean Field Games with Applications II

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Paracontrolled distributions and the 3-dimensional stochastic quantization equation

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Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift

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Multidimensional stochastic differential equations with distributional drift

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Some SDEs with distributional drift. I: General calculus

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PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES

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Distribution dependent SDEs with singular coefficients

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McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance

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Transport equations with fractal noise-existence, uniqueness and regularity of the solution

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A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis

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Forward-backward SDEs with distributional coefficients

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A Feynman-Kac result via Markov BSDEs with generalised drivers

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McKean Feynman-Kac probabilistic representations of non-linear partial differential equations

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Propagation of chaos and fluctuations for a moderate model with smooth initial data

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Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations

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Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations

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Well-posedness of distribution dependent SDEs with singular drifts

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Some parabolic PDEs whose drift is an irregular random noise in space

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Bases in function spaces, sampling, discrepancy, numerical integration

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A generalized Gronwall inequality and its application to a fractional differential equation

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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1214/22-AIHP1293

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Sitelinks

Mathematics(1 entry)

mardi Publication:6187891

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