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Distribution dependent reflecting stochastic differential equations

         

摘要

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.

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