Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity

2023/04/28 by Ren, Panpan, Grothaus, Martin, Wang, Feng-Yu · 1 citation
#FOS: Mathematics #G.3 #Probability (math.PR)

paper · doi:10.48550/arxiv.2305.00129

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.

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• Kinetic SDEs with subcritical distributional drifts

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