PUB - Publikationen an der Universität Bielefeld

We prove a superposition principle for nonlinear Fokker-Planck-Kolmogorov equations on Euclidean spaces and their corresponding linearized first-order continuity equation over the space of Borel (sub-)probability mea-sures. As a consequence, we obtain equivalence of existence and uniqueness results for these equations. Moreover, we prove an analogous result for stochasti-cally perturbed Fokker-Planck-Kolmogorov equations. To do so, we particularly show that such stochastic equations for measures are, similarly to the determinis-tic case, intrinsically related to linearized second-order equations on the space of Borel (sub-)probability measures.