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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

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。

更新日期:2020-09-08
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