Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity

Published 28 Apr 2023 in math.PR | (2305.00129v1)

Abstract: The well-posedness and exponential ergodicity are proved for stochastic Hamiltonian systems containing a singular drift term which is locally integrable in the component with noise. As an application, the well-posedness and uniform exponential ergodicity are derived for a class of singular degenerated McKean-Vlasov SDEs.

Abstract PDF Chat (Pro)

Summary

We haven't generated a summary for this paper yet.

Whiteboard

Generate a whiteboard explanation of this paper.

Sign Up to Generate

Paper to Video (Beta)

Generate a video overview of this paper.

Sign Up to Generate

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (3)

Collections

Sign up for free to add this paper to one or more collections.