Stochastic Hamiltonian flows with singular coefficients
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Publication:1788773
DOI10.1007/s11425-017-9127-0zbMath1409.60093arXiv1606.04360OpenAlexW2963110410MaRDI QIDQ1788773
Publication date: 8 October 2018
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.04360
weak differentiabilityKrylov's estimateZvonkin's transformationstochastic Hamiltonian systemkinetic Fokker-Planck operator
Related Items (21)
Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces ⋮ Global \({L}_p\) estimates for kinetic Kolmogorov-Fokker-Planck equations in nondivergence form ⋮ Weak regularization by stochastic drift: result and counter example ⋮ Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises ⋮ Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential ⋮ Cauchy problem of stochastic kinetic equations ⋮ Singular kinetic equations and applications ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients ⋮ Well-posedness and long time behavior of singular Langevin stochastic differential equations ⋮ Sharp Schauder estimates for some degenerate Kolmogorov equations ⋮ Degenerate SDEs with singular drift and applications to Heisenberg groups ⋮ Exponential ergodicity for stochastic Langevin equation with partial dissipative drift ⋮ Quantitative stability estimates for Fokker-Planck equations ⋮ On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations ⋮ Propagation of regularity in \(L^p\)-spaces for Kolmogorov-type hypoelliptic operators ⋮ Stochastic functional Hamiltonian system with singular coefficients ⋮ On Davie’s uniqueness for some degenerate SDEs ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
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