Singular density dependent stochastic differential equations

Wang, FY

Wang, FY (通讯作者),Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

JOURNAL OF DIFFERENTIAL EQUATIONS, 2023; 361 (): 562

Abstract

The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift sati......

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