Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case

Barbu V, Röckner M (2023)
Journal of Functional Analysis 285(4): 109980.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Barbu, Viorel; Röckner, MichaelUniBi
Abstract / Bemerkung
This work is concerned with the existence and uniqueness of generalized (mild or distributional) solutions to (pos-sibly degenerate) Fokker-Planck equations rho t -Delta beta(rho) + div(Db(rho)rho) = 0 in (0, oo) x Rd, rho(0, x) equivalent to rho 0(x). Under suitable assumptions on beta : R-+ R, b : R-+ R and D : Rd-+ Rd, d > 1, this equation generates a unique flow rho(t) = S(t)rho 0 : [0, oo)-+ L1(Rd) as a mild solution in the sense of nonlinear semigroup theory. This flow is also unique in the class of L infinity((0, T) x Rd) n L infinity((0, T);H-1), VT > 0, Schwartz distributional solutions on (0, oo) xRd. Moreover, for rho 0 E L1(Rd) nH-1(Rd), t-+ S(t)rho 0 is differentiable from the right on [0, oo) in H-1(Rd)-norm. As a main application, the weak uniqueness of the corresponding McKean-Vlasov SDEs is proven. (c) 2023 Elsevier Inc. All rights reserved.
Stichworte
Fokker-Planck equation; McKean-Vlasov equation; Mild solution; Nonlinear; semigroups
Erscheinungsjahr
2023
Zeitschriftentitel
Journal of Functional Analysis
Band
285
Ausgabe
4
Art.-Nr.
109980
ISSN
0022-1236
eISSN
1096-0783
Page URI
https://pub.uni-bielefeld.de/record/2980007

Zitieren

Barbu V, Röckner M. Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case. Journal of Functional Analysis. 2023;285(4): 109980.
Barbu, V., & Röckner, M. (2023). Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case. Journal of Functional Analysis, 285(4), 109980. https://doi.org/10.1016/j.jfa.2023.109980
Barbu, Viorel, and Röckner, Michael. 2023. “Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case”. Journal of Functional Analysis 285 (4): 109980.
Barbu, V., and Röckner, M. (2023). Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case. Journal of Functional Analysis 285:109980.
Barbu, V., & Röckner, M., 2023. Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case. Journal of Functional Analysis, 285(4): 109980.
V. Barbu and M. Röckner, “Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case”, Journal of Functional Analysis, vol. 285, 2023, : 109980.
Barbu, V., Röckner, M.: Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case. Journal of Functional Analysis. 285, : 109980 (2023).
Barbu, Viorel, and Röckner, Michael. “Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: The degenerate case”. Journal of Functional Analysis 285.4 (2023): 109980.
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