TY - JOUR
AU - Wang, Feng-Yu
AB - To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting stochastic differential equations (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting stochastic differential equations with singular drifts, and then extend these results to DDRSDEs with singular or monotone coefficients, for which a general criterion deducing the well-posedness of DDRSDEs from that of reflecting stochastic differential equations is established.
TI - Distribution dependent reflecting stochastic differential equations
JF - Science China Mathematics
DO - 10.1007/s11425-021-2028-y
DA - 2023-11-01
UR - https://www.deepdyve.com/lp/springer-journals/distribution-dependent-reflecting-stochastic-differential-equations-78n0NPoCjY
SP - 2411
EP - 2456
VL - 66
IS - 11
DP - DeepDyve
ER -