Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type

Xicheng Zhang

doi:10.1214/EJP.v18-2820

Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type

Xicheng Zhang

Wuhan University

科研成果: 期刊稿件 › 文章 › 同行评审

16 引用（Scopus）

摘要

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of L^p-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.

源语言	英语
页（从-至）	1-25
页数	25
期刊	Electronic Journal of Probability
卷	18
DOI	https://doi.org/10.1214/EJP.v18-2820
出版状态	已出版 - 2013
已对外发布	是

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title = "Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type",

abstract = "We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of Lp-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.",

keywords = "DiPerna-Lions theory, Fokker- Planck equations, Generalized stochastic flows, Poisson point processes",

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T1 - Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type

AU - Zhang, Xicheng

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N2 - We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of Lp-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.

AB - We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of Lp-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.

KW - DiPerna-Lions theory

KW - Fokker- Planck equations

KW - Generalized stochastic flows

KW - Poisson point processes

UR - https://www.scopus.com/pages/publications/84878186280

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DO - 10.1214/EJP.v18-2820

M3 - Article

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VL - 18

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JO - Electronic Journal of Probability

JF - Electronic Journal of Probability

ER -

Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type

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