论文标题
欧拉方案的密度依赖性随机微分方程
Euler scheme for density dependent stochastic differential equations
论文作者
论文摘要
在本文中，我们显示了具有有界可测量漂移的一类密度依赖性SDE的存在和唯一性，其中存在部分基于Euler的密度依赖性SDE的近似值，其唯一性基于相关的非线性fokker-planck方程。作为应用程序，我们获得了非线性fokker-Planck方程的适合性。
In this paper we show the existence and uniqueness for a class of density dependent SDEs with bounded measurable drift, where the existence part is based on Euler's approximation for density dependent SDEs and the uniqueness is based on the associated nonlinear Fokker-Planck equation. As an application, we obtain the well-posedness of a nonlinear Fokker-Planck equation.
