Stochastic nonlinear Fokker-Planck equations

Coghi M, Gess B (2019)
Nonlinear Analysis. Theory Methods & Applications 187: 259-278.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
Download
Es wurde kein Volltext hochgeladen. Nur Publikationsnachweis!
Autor/in
;
Abstract / Bemerkung
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with common noise. The uniqueness of solutions is obtained without any higher moment assumption on the solution by means of a duality argument to a backward stochastic PDE. (C) 2019 Elsevier Ltd. All rights reserved.
Stichworte
Stochastic Fokker-Planck equations; McKean-Vlasov equations; Particle; representations
Erscheinungsjahr
2019
Zeitschriftentitel
Nonlinear Analysis. Theory Methods & Applications
Band
187
Seite(n)
259-278
ISSN
0362-546X
eISSN
1873-5215
Page URI
https://pub.uni-bielefeld.de/record/2936917

Zitieren

Coghi M, Gess B. Stochastic nonlinear Fokker-Planck equations. Nonlinear Analysis. Theory Methods & Applications. 2019;187:259-278.
Coghi, M., & Gess, B. (2019). Stochastic nonlinear Fokker-Planck equations. Nonlinear Analysis. Theory Methods & Applications, 187, 259-278. doi:10.1016/j.na.2019.05.003
Coghi, M., and Gess, B. (2019). Stochastic nonlinear Fokker-Planck equations. Nonlinear Analysis. Theory Methods & Applications 187, 259-278.
Coghi, M., & Gess, B., 2019. Stochastic nonlinear Fokker-Planck equations. Nonlinear Analysis. Theory Methods & Applications, 187, p 259-278.
M. Coghi and B. Gess, “Stochastic nonlinear Fokker-Planck equations”, Nonlinear Analysis. Theory Methods & Applications, vol. 187, 2019, pp. 259-278.
Coghi, M., Gess, B.: Stochastic nonlinear Fokker-Planck equations. Nonlinear Analysis. Theory Methods & Applications. 187, 259-278 (2019).
Coghi, Michele, and Gess, Benjamin. “Stochastic nonlinear Fokker-Planck equations”. Nonlinear Analysis. Theory Methods & Applications 187 (2019): 259-278.