分布依赖的随机微分方程

English | 2025 | ISBN: 9811280142 | 374 Pages | PDF (True) | 4 MB

This book provides a self-contained account on singular SDEs and DDSDEs with or without reflection. It covers well-posedness and regularities for singular stochastic differential equations; well-posedness for singular reflected SDEs; well-posedness of singular DDSDEs; Harnack inequalities and derivative formulas for singular DDSDEs; long time behaviors for DDSDEs; DDSDEs with reflecting boundary; and killed DDSDEs.

这本书提供了关于带或不带反射的奇异SDE和奇异DDSDE的自包含性描述。它涵盖了奇异随机微分方程的存在性和光滑性；奇异反射SDE的存在性；奇异DDSDE的存在性；奇异DDSDE的哈蒙克不等式与导数公式；奇异DDSDE的长时间行为；带有反射边界的DDSDE；以及被杀死的DDSDE。

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