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math.PR2023★ 1 cited
Hypocoercivity for infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise
Alexander Bertram, Benedikt Eisenhuth, Martin Grothaus
We analyze infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise. First, essential m-dissipativity of their associated Kolmogorov b…
math.PR2023
Singular Degenerate SDEs: Well-Posedness and Exponential Ergodicity
Panpan Ren, Martin Grothaus, Feng-Yu Wang
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…