ﻻ يوجد ملخص باللغة العربية
In this paper we study singular kinetic equations on $mathbb{R}^{2d}$ by the paracontrolled distribution method introduced in cite{GIP15}. We first develop paracontrolled calculus in the kinetic setting, and use it to establish the global well-posedness for the linear singular kinetic equations under the assumptions that the products of singular terms are well-defined. We also demonstrate how the required products can be defined in the case that singular term is a Gaussian random field by probabilistic calculation. Interestingly, although the terms in the zeroth Wiener chaos of regularization approximation are not zero, they converge in suitable weighted Besov spaces and no renormalization is required. As applications the global well-posedness for a nonlinear kinetic equation with singular coefficients is obtained by the entropy method. Moreover, we also solve the martingale problem for nonlinear kinetic distribution dependent stochastic differential equations with singular drifts.
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 in
Let $mathscr{T}$ be the regularity structure associated with a given system of singular stochastic PDEs. The paracontrolled representation of the $sf Pi$ map provides a linear parametrization of the nonlinear space of admissible models $sf M=(g,Pi)$
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized Ornstein-Uhlenbec
We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+varepsilon G$, on the parameter $varepsilon$. In particular, we study the limit a
In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper can be reg