Killed distribution dependent SDE for nonlinear Dirichlet problem
نویسندگان
چکیده
To characterize nonlinear Dirichlet problems in an open domain, we investigate killed distribution dependent SDEs. By constructing the coupling by projection and using Zvonkin/Girsanov transforms, well-posedness is proved for three different situations:1) monotone case with noise (possibly degenerate);2) singular non-degenerate noise;3) independent noise. In first two cases domain $ C^2 smooth such that Lipschitz continuity initial distributions also derived, last arbitrary.
منابع مشابه
Dirichlet Duality and the Nonlinear Dirichlet Problem
We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form F.Hessu/ D 0 on a smoothly bounded domain b Rn. In our approach the equation is replaced by a subset F Sym.Rn/ of the symmetric n nmatrices with @F fF D 0g. We establish the existence and uniqueness of continuous solutions under an explicit geometric “F -convexity” assumption on the boundary @. We a...
متن کاملDirichlet Duality and the Nonlinear Dirichlet Problem on Riemannian Manifolds
In this paper we study the Dirichlet problem for fully nonlinear secondorder equations on a riemannian manifold. As in our previous paper [HL4] we define equations via closed subsets of the 2-jet bundle where each equation has a natural dual equation. Basic existence and uniqueness theorems are established in a wide variety of settings. However, the emphasis is on starting with a constant coeff...
متن کاملDirichlet prior for cascade SDE with Markov regime-switching
A Stochastic Differential Equation appearing in the statistical theory of turbulence is extended in random environment by assuming that its two parameters are switched by an unobserved continuoustime Markov chain whose states represent the states of the environment. A Dirichlet process is placed as a prior on the space of the sample paths of this chain, leading to a hierarchical Dirichlet model...
متن کاملA Galerkin Method for a Nonlinear Dirichlet Problem
A Galerkin method due to Nitsche for treating the Dirichlet problem for a linear second-order elliptic equation is extended to cover the nonlinear equation V • (a(x, m)Vm) = /. The asymptotic error estimates are of the same form as in the linear case. Newton's method can be used to solve the nonlinear algebraic equations.
متن کاملExistence Results for a Dirichlet Quasilinear Elliptic Problem
In this paper, existence results of positive classical solutions for a class of second-order differential equations with the nonlinearity dependent on the derivative are established. The approach is based on variational methods.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Discrete and Continuous Dynamical Systems - Series S
سال: 2022
ISSN: ['1937-1632', '1937-1179']
DOI: https://doi.org/10.3934/dcdss.2022205