{"title":"具有不连续扩散系数的平均场随机微分方程","authors":"Jani Nykänen","doi":"10.3934/puqr.2023016","DOIUrl":null,"url":null,"abstract":"We study $ {\\mathbb{R}}^d $ -valued mean-field stochastic differential equations with a diffusion coefficient that varies in a discontinuous manner on the $ L_p $ -norm of the process. We establish the existence of a unique global strong solution in the presence of a robust drift, while also investigating scenarios where the presence of a global solution is not assured.","PeriodicalId":42330,"journal":{"name":"Probability Uncertainty and Quantitative Risk","volume":"65 1","pages":"0"},"PeriodicalIF":1.0000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Mean-field stochastic differential equations with a discontinuous diffusion coefficient\",\"authors\":\"Jani Nykänen\",\"doi\":\"10.3934/puqr.2023016\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study $ {\\\\mathbb{R}}^d $ -valued mean-field stochastic differential equations with a diffusion coefficient that varies in a discontinuous manner on the $ L_p $ -norm of the process. We establish the existence of a unique global strong solution in the presence of a robust drift, while also investigating scenarios where the presence of a global solution is not assured.\",\"PeriodicalId\":42330,\"journal\":{\"name\":\"Probability Uncertainty and Quantitative Risk\",\"volume\":\"65 1\",\"pages\":\"0\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Uncertainty and Quantitative Risk\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3934/puqr.2023016\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Uncertainty and Quantitative Risk","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3934/puqr.2023016","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Mean-field stochastic differential equations with a discontinuous diffusion coefficient
We study $ {\mathbb{R}}^d $ -valued mean-field stochastic differential equations with a diffusion coefficient that varies in a discontinuous manner on the $ L_p $ -norm of the process. We establish the existence of a unique global strong solution in the presence of a robust drift, while also investigating scenarios where the presence of a global solution is not assured.
期刊介绍:
Probability, Uncertainty and Quantitative Risk (PUQR) is a quarterly academic journal under the supervision of the Ministry of Education of the People's Republic of China and hosted by Shandong University, which is open to the public at home and abroad (ISSN 2095-9672; CN 37-1505/O1).
Probability, Uncertainty and Quantitative Risk (PUQR) mainly reports on the major developments in modern probability theory, covering stochastic analysis and statistics, stochastic processes, dynamical analysis and control theory, and their applications in the fields of finance, economics, biology, and computer science. The journal is currently indexed in ESCI, Scopus, Mathematical Reviews, zbMATH Open and other databases.