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arXiv · 2305.00129

Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity

Panpan Ren·Martin Grothaus·Feng-Yu Wang
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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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Panpan Ren, Martin Grothaus, Feng-Yu Wang. 2023-04-28. Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity. https://arxiv.org/abs/2305.00129

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