Diffusion approximation for transport equations with dissipative drifts

Di Persio L, Kondratiev Y, Vardanyan V (2022)
Methods of Functional Analysis and Topology 28(1): 1-11.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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DOI
Autor*in
Di Persio, Luca; Kondratiev, YuriUniBi; Vardanyan, Viktorya
Einrichtung
Fakultät für Mathematik
Abstract / Bemerkung
We study stochastic differential equations with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence and uniqueness result for the perturbed SDE, also the convergence result for the solution of the perturbed system to the solution of the unperturbed system when the perturbation parameter approaches zero. We consider the application of the above-mentioned results to the Cauchy problem and the transport equations.
Stichworte
Diffusion process; dissipative drift; local Lipschitz condition; perturbation parameter; Cauchy problem; transport equation
Erscheinungsjahr
2022
Zeitschriftentitel
Methods of Functional Analysis and Topology
Band
28
Ausgabe
1
Seite(n)
1-11
ISSN
1029-3531
Page URI
https://pub.uni-bielefeld.de/record/2965257

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Di Persio L, Kondratiev Y, Vardanyan V. Diffusion approximation for transport equations with dissipative drifts. Methods of Functional Analysis and Topology . 2022;28(1):1-11.
Di Persio, L., Kondratiev, Y., & Vardanyan, V. (2022). Diffusion approximation for transport equations with dissipative drifts. Methods of Functional Analysis and Topology , 28(1), 1-11. https://doi.org/10.31392/MFAT-npu26_1.2022.01
Di Persio, Luca, Kondratiev, Yuri, and Vardanyan, Viktorya. 2022. “Diffusion approximation for transport equations with dissipative drifts”. Methods of Functional Analysis and Topology 28 (1): 1-11.
Di Persio, L., Kondratiev, Y., and Vardanyan, V. (2022). Diffusion approximation for transport equations with dissipative drifts. Methods of Functional Analysis and Topology 28, 1-11.
Di Persio, L., Kondratiev, Y., & Vardanyan, V., 2022. Diffusion approximation for transport equations with dissipative drifts. Methods of Functional Analysis and Topology , 28(1), p 1-11.
L. Di Persio, Y. Kondratiev, and V. Vardanyan, “Diffusion approximation for transport equations with dissipative drifts”, Methods of Functional Analysis and Topology , vol. 28, 2022, pp. 1-11.
Di Persio, L., Kondratiev, Y., Vardanyan, V.: Diffusion approximation for transport equations with dissipative drifts. Methods of Functional Analysis and Topology . 28, 1-11 (2022).
Di Persio, Luca, Kondratiev, Yuri, and Vardanyan, Viktorya. “Diffusion approximation for transport equations with dissipative drifts”. Methods of Functional Analysis and Topology 28.1 (2022): 1-11.
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