Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs

doi:10.1007/s40072-020-00181-8

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	Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
	Barbu, Viorel 1; Roeckner, Michael 2,3
	2020-09-07
Source Publication	STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS
ISSN	2194-0401
Pages	12
Abstract	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).
Keyword	Fokker-Planck equation Mild solution Distributional solution
DOI	10.1007/s40072-020-00181-8
Indexed By	SCI
Language	英语
Funding Project	DFG[CRC 1283]
WOS Research Area	Mathematics
WOS Subject	Mathematics, Applied ; Statistics & Probability
WOS ID	WOS:000566894200002
Publisher	SPRINGER
Citation statistics
Document Type	期刊论文
Identifier	http://ir.amss.ac.cn/handle/2S8OKBNM/52155
Collection	中国科学院数学与系统科学研究院
Corresponding Author	Barbu, Viorel
Affiliation	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
Recommended Citation 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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