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Second order McKean-Vlasov SDEs and kinetic Fokker-Planck-Kolmogorov equations

发布时间:2022-01-04 浏览量:54

时   间:  2022-01-04 10:00 — 11:00

地   点:  腾讯会议 APP()
报告人:  张希承
单   位:  武汉大学
邀请人:  张登
备   注:  腾讯会议:830-711-847 会议密码:123456
报告摘要:  

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with distribution-valued inhomogeneous term, we show the existence of weak solutions under mild assumptions. Moreover, by using the Hölder regularity estimate obtained recently in \cite{GIMV19}, we also show the well-posedness of generalized martingale problems when diffusion coefficients only depend on the position variable (not necessarily continuous). Even in the non density-distribution dependent case, it seems that this is the first result about the well-posedness of SDEs with measurable diffusion coefficients.