北京师范大学学报（自然科学版）2016，Vol.52Issue(6)：663-668,6.DOI:10.16360/j.cnki.jbnuns.2016.06.001
带奇异系数的随机（偏）微分方程∗
Stochastic (partial)differential equations with singular coefficients
摘要
Abstract
It is well known that a nice noise may actually improve the properties of differential equations. For instance,an ODE is ill-posed if the coefficient is merely Hölder continuous,but with a Gaussian noise the equation is well-posed if the drift is only locally integrable with power larger than dimension;and the noise may make singular distribution smooth.Recent progress on integrability conditions for the non-explosion and regularity estimates of the invariant probability measures for stochastic differential equations driven by Brownian motion is surveyed.References on the study for more general models are also introduced.关键词
随机微分方程/可积条件/非爆炸/不变概率测度/密度估计Key words
stochastic differential equation/integrability condition/non-explosion/invariant probability measure/density estimates分类
数理科学引用本文复制引用
王凤雨..带奇异系数的随机（偏）微分方程∗[J].北京师范大学学报（自然科学版）,2016,52(6):663-668,6.基金项目
国家自然科学基金资助项目(11131003,11431014) （11131003,11431014）
数学与复杂系统教育部重点实验室资助项目 （）
