KMS Of Academy of mathematics and systems sciences, CAS
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs | |
Barbu, Viorel1; Roeckner, Michael2,3 | |
2020-09-07 | |
发表期刊 | STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS |
ISSN | 2194-0401 |
页码 | 12 |
摘要 | One proves the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean-Vlasov stochastic differential equation (SDE). |
关键词 | Fokker-Planck equation Mild solution Distributional solution |
DOI | 10.1007/s40072-020-00181-8 |
收录类别 | SCI |
语种 | 英语 |
资助项目 | DFG[CRC 1283] |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied ; Statistics & Probability |
WOS记录号 | WOS:000566894200002 |
出版者 | SPRINGER |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/52155 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Barbu, Viorel |
作者单位 | 1.Romanian Acad, Octav Mayer Inst Math, Iasi, Romania 2.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Barbu, Viorel,Roeckner, Michael. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs[J]. STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,2020:12. |
APA | Barbu, Viorel,&Roeckner, Michael.(2020).Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs.STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,12. |
MLA | Barbu, Viorel,et al."Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs".STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS (2020):12. |
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