scholarly journals Martingale representation for degenerate diffusions

2019 ◽  
Vol 276 (11) ◽  
pp. 3468-3483
Author(s):  
A.S. Üstünel
Keyword(s):  
Martingale Representation ◽  
Degenerate Diffusions

scholarly journals Ergodic control of degenerate diffusions

1997 ◽  
Vol 15 (1) ◽  
pp. 1-17 ◽  
Author(s):  
Gopal K. Basak ◽  
Vevek S. Borkar ◽  
Mrinal K. Ghosh
Keyword(s):  
Ergodic Control ◽  
Degenerate Diffusions

scholarly journals Existence of ground states for aggregation-diffusion equations

2019 ◽  
Vol 17 (03) ◽  
pp. 393-423 ◽  
Author(s):  
J. A. Carrillo ◽  
M. G. Delgadino ◽  
F. S. Patacchini
Keyword(s):  
Free Energy ◽  
Ground States ◽  
Energy Functional ◽  
Multi Agent Systems ◽  
Linear Diffusion ◽  
Sharp Condition ◽  
Macroscopic Models ◽  
Energy Functionals ◽  
Continuous Description ◽  
Degenerate Diffusions

We analyze free energy functionals for macroscopic models of multi-agent systems interacting via pairwise attractive forces and localized repulsion. The repulsion at the level of the continuous description is modeled by pressure-related terms in the functional making it energetically favorable to spread, while the attraction is modeled through nonlocal forces. We give conditions on general entropies and interaction potentials for which neither ground states nor local minimizers exist. We show that these results are sharp for homogeneous functionals with entropies leading to degenerate diffusions while they are not sharp for fast diffusions. The particular relevant case of linear diffusion is totally clarified giving a sharp condition on the interaction potential under which the corresponding free energy functional has ground states or not.

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