Journal of Functional Analysis ( IF 1.7 ) Pub Date : 2021-01-19 , DOI: 10.1016/j.jfa.2021.108926 Viorel Barbu , Michael Röckner
One proves the existence and uniqueness of a generalized (mild) solution for the nonlinear Fokker–Planck equation (FPE) where , is a nondecreasing function, , bounded, , with , and , β strictly increasing, if b is not constant. Moreover, is a semigroup of contractions in , which leaves invariant the set of probability density functions in . If , , and , , , then , , and the existence extends to initial data in the space of bounded measures in . As a consequence for arbitrary initial laws, we obtain weak solutions to a class of McKean-Vlasov SDEs with coefficients which have singular dependence on the time marginal laws.
中文翻译:
带有初始数据和McKean-Vlasov方程的非线性Fokker-Planck方程的解
一个人证明了非线性Fokker-Planck方程(FPE)的广义(温和)解的存在性和唯一性 哪里 , 是一个不递减的功能, ,有界, , 与 和 ,β严格增加,如果b不是常数。此外, 是收缩的半组 ,这使不变的概率密度函数集位于 。如果, 和 , , , 然后 , ,并且存在范围扩展到初始数据 在太空中 在 。作为任意初始定律的结果,我们获得了一类McKean-Vlasov SDE的弱解,其系数对时间边际定律具有奇异的依赖性。