当前位置:
X-MOL 学术
›
Stoch. PDE Anal. Comp.
›
论文详情
Our official English website, www.x-mol.net, welcomes your
feedback! (Note: you will need to create a separate account there.)
Uniqueness for nonlinear Fokker–Planck equations and weak uniqueness for McKean–Vlasov SDEs
Stochastics and Partial Differential Equations: Analysis and Computations ( IF 1.4 ) Pub Date : 2020-09-07 , DOI: 10.1007/s40072-020-00181-8 Viorel Barbu , Michael Röckner
中文翻译:
非线性Fokker-Planck方程的唯一性和McKean-Vlasov SDE的弱唯一性
更新日期:2020-09-08
Stochastics and Partial Differential Equations: Analysis and Computations ( IF 1.4 ) Pub Date : 2020-09-07 , DOI: 10.1007/s40072-020-00181-8 Viorel Barbu , Michael Röckner
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).
中文翻译:
非线性Fokker-Planck方程的唯一性和McKean-Vlasov SDE的弱唯一性
一个人证明了带有单调扩散项的非线性Fokker-Planck方程的分布解的唯一性,并由此推导了相应的McKean-Vlasov随机微分方程(SDE)在法律上的结果(受限)唯一性。