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

Barbu V, Röckner M (2020)
Stochastics and Partial Differential Equations: Analysis and Computations .

Zeitschriftenaufsatz | E-Veröff. vor dem Druck | Englisch
 
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Autor*in
Barbu, Viorel; Röckner, MichaelUniBi
Abstract / Bemerkung
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).
Stichworte
Fokker-Planck equation; Mild solution; Distributional solution
Erscheinungsjahr
2020
Zeitschriftentitel
Stochastics and Partial Differential Equations: Analysis and Computations
ISSN
2194-0401
eISSN
2194-041X
Page URI
https://pub.uni-bielefeld.de/record/2946115

Zitieren

Barbu V, Röckner M. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Stochastics and Partial Differential Equations: Analysis and Computations . 2020.
Barbu, V., & Röckner, M. (2020). Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Stochastics and Partial Differential Equations: Analysis and Computations . doi:10.1007/s40072-020-00181-8
Barbu, V., and Röckner, M. (2020). Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Stochastics and Partial Differential Equations: Analysis and Computations .
Barbu, V., & Röckner, M., 2020. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Stochastics and Partial Differential Equations: Analysis and Computations .
V. Barbu and M. Röckner, “Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs”, Stochastics and Partial Differential Equations: Analysis and Computations , 2020.
Barbu, V., Röckner, M.: Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. Stochastics and Partial Differential Equations: Analysis and Computations . (2020).
Barbu, Viorel, and Röckner, Michael. “Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs”. Stochastics and Partial Differential Equations: Analysis and Computations (2020).

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