In this note we announce the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi’s iteration.In particular,the existence of weak solutions for possibly degenerate s...In this note we announce the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi’s iteration.In particular,the existence of weak solutions for possibly degenerate stochastic differential equations with singular diffusion coefficients is obtained.展开更多
In this paper, we study the following stochastic Hamiltonian system in R^(2d)(a second order stochastic differential equation):dX_t = b(X_t,X_t)dt + σ(X_t,X_t)dW_t,(X_0,X_0) =(x, v) ∈ R^(2d),where b(x, v) : R^(2d)→...In this paper, we study the following stochastic Hamiltonian system in R^(2d)(a second order stochastic differential equation):dX_t = b(X_t,X_t)dt + σ(X_t,X_t)dW_t,(X_0,X_0) =(x, v) ∈ R^(2d),where b(x, v) : R^(2d)→ R^d and σ(x, v) : R^(2d)→ R^d ? R^d are two Borel measurable functions. We show that if σ is bounded and uniformly non-degenerate, and b ∈ H_p^(2/3,0) and ?σ∈ L^p for some p > 2(2 d + 1), where H_p^(α,β)is the Bessel potential space with differentiability indices α in x and β in v, then the above stochastic equation admits a unique strong solution so that(x, v) → Z_t(x, v) :=(Xt,Xt)(x, v) forms a stochastic homeomorphism flow,and(x, v) → Z_t(x, v) is weakly differentiable with ess.sup_(x,v)E(sup_(t∈[0,T])|?Z_t(x, v)|~q) < ∞ for all q ≥ 1 and T≥ 0. Moreover, we also show the uniqueness of probability measure-valued solutions for kinetic Fokker-Planck equations with rough coefficients by showing the well-posedness of the associated martingale problem and using the superposition principle established by Figalli(2008) and Trevisan(2016).展开更多
基金National Natural Science Foundation of China(11731009).
文摘In this note we announce the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi’s iteration.In particular,the existence of weak solutions for possibly degenerate stochastic differential equations with singular diffusion coefficients is obtained.
文摘In this paper, we study the following stochastic Hamiltonian system in R^(2d)(a second order stochastic differential equation):dX_t = b(X_t,X_t)dt + σ(X_t,X_t)dW_t,(X_0,X_0) =(x, v) ∈ R^(2d),where b(x, v) : R^(2d)→ R^d and σ(x, v) : R^(2d)→ R^d ? R^d are two Borel measurable functions. We show that if σ is bounded and uniformly non-degenerate, and b ∈ H_p^(2/3,0) and ?σ∈ L^p for some p > 2(2 d + 1), where H_p^(α,β)is the Bessel potential space with differentiability indices α in x and β in v, then the above stochastic equation admits a unique strong solution so that(x, v) → Z_t(x, v) :=(Xt,Xt)(x, v) forms a stochastic homeomorphism flow,and(x, v) → Z_t(x, v) is weakly differentiable with ess.sup_(x,v)E(sup_(t∈[0,T])|?Z_t(x, v)|~q) < ∞ for all q ≥ 1 and T≥ 0. Moreover, we also show the uniqueness of probability measure-valued solutions for kinetic Fokker-Planck equations with rough coefficients by showing the well-posedness of the associated martingale problem and using the superposition principle established by Figalli(2008) and Trevisan(2016).
