Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type |
2. | Creator | Author's name, affiliation, country | Xicheng Zhang; Wuhan University; China |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | DiPerna-Lions theory, Generalized stochastic flows, Poisson point processes, Fokker-Planck equations |
3. | Subject | Subject classification | 60H10 |
4. | Description | Abstract | We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness ofgeneralized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or measure-valued solutionsfor second order integro-differential equation of Fokker-Planck type. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2013-05-20 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/2820 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v18-2820 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 18 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
|