Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise
Barbu V, Röckner M (2024)
Probability Theory and Related Fields.
Zeitschriftenaufsatz
| E-Veröff. vor dem Druck | Englisch
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Autor*in
Barbu, Viorel;
Röckner, MichaelUniBi
Einrichtung
Abstract / Bemerkung
This work is concerned with the existence of mild solutions to nonlinear Fokker-Planck equations with fractional Laplace operator ( - Delta ) s \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(- \Delta )<^>s$$\end{document} for s is an element of 1 2 , 1 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$s\in \left( \frac{1}{2},1\right) $$\end{document} . The uniqueness of Schwartz distributional solutions is also proved under suitable assumptions on diffusion and drift terms. As applications, weak existence and uniqueness of solutions to McKean-Vlasov equations with Levy noise, as well as the Markov property for their laws are proved.
Stichworte
Fokker-Planck equation;
Fractional Laplace operator;
Distributional;
solutions;
Mild solution;
Stochastic differential equation;
Superposition principle;
Levy processes
Erscheinungsjahr
2024
Zeitschriftentitel
Probability Theory and Related Fields
ISSN
0178-8051
eISSN
1432-2064
Page URI
https://pub.uni-bielefeld.de/record/2988956
Zitieren
Barbu V, Röckner M. Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. Probability Theory and Related Fields. 2024.
Barbu, V., & Röckner, M. (2024). Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. Probability Theory and Related Fields. https://doi.org/10.1007/s00440-024-01277-1
Barbu, Viorel, and Röckner, Michael. 2024. “Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise”. Probability Theory and Related Fields.
Barbu, V., and Röckner, M. (2024). Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. Probability Theory and Related Fields.
Barbu, V., & Röckner, M., 2024. Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. Probability Theory and Related Fields.
V. Barbu and M. Röckner, “Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise”, Probability Theory and Related Fields, 2024.
Barbu, V., Röckner, M.: Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. Probability Theory and Related Fields. (2024).
Barbu, Viorel, and Röckner, Michael. “Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise”. Probability Theory and Related Fields (2024).
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