Superposition principle for non-local Fokker-Planck-Kolmogorov operators

Röckner M, Xie L, Zhang X (2020)
PROBABILITY THEORY AND RELATED FIELDS.

Zeitschriftenaufsatz | E-Veröff. vor dem Druck | Englisch
 
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Autor*in
Röckner, MichaelUniBi; Xie, Longjie; Zhang, Xicheng
Abstract / Bemerkung
We prove the superposition principle for probability measure-valued solutions to non-local Fokker-Planck-Kolmogorov equations, which in turn yields the equivalence between martingale problems for stochastic differential equations with jumps and such non-local partial differential equations with rough coefficients. As an application, we obtain a probabilistic representation for weak solutions of fractional porous media equations.
Stichworte
Non-local Fokker-Planck-Kolmogorov equation; Superposition principle; Martingale problem; Fractional porous media equation
Erscheinungsjahr
2020
Zeitschriftentitel
PROBABILITY THEORY AND RELATED FIELDS
ISSN
0178-8051
eISSN
1432-2064
Page URI
https://pub.uni-bielefeld.de/record/2945115

Zitieren

Röckner M, Xie L, Zhang X. Superposition principle for non-local Fokker-Planck-Kolmogorov operators. PROBABILITY THEORY AND RELATED FIELDS. 2020.
Röckner, M., Xie, L., & Zhang, X. (2020). Superposition principle for non-local Fokker-Planck-Kolmogorov operators. PROBABILITY THEORY AND RELATED FIELDS. doi:10.1007/s00440-020-00985-8
Röckner, M., Xie, L., and Zhang, X. (2020). Superposition principle for non-local Fokker-Planck-Kolmogorov operators. PROBABILITY THEORY AND RELATED FIELDS.
Röckner, M., Xie, L., & Zhang, X., 2020. Superposition principle for non-local Fokker-Planck-Kolmogorov operators. PROBABILITY THEORY AND RELATED FIELDS.
M. Röckner, L. Xie, and X. Zhang, “Superposition principle for non-local Fokker-Planck-Kolmogorov operators”, PROBABILITY THEORY AND RELATED FIELDS, 2020.
Röckner, M., Xie, L., Zhang, X.: Superposition principle for non-local Fokker-Planck-Kolmogorov operators. PROBABILITY THEORY AND RELATED FIELDS. (2020).
Röckner, Michael, Xie, Longjie, and Zhang, Xicheng. “Superposition principle for non-local Fokker-Planck-Kolmogorov operators”. PROBABILITY THEORY AND RELATED FIELDS (2020).

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