Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs

被引:16
作者
Barbu, Viorel [1 ]
Roeckner, Michael [2 ,3 ]
机构
[1] Romanian Acad, Octav Mayer Inst Math, Iasi, Romania
[2] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
[3] Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
来源
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS | 2021年 / 9卷 / 03期
关键词
Fokker-Planck equation; Mild solution; Distributional solution;
D O I
10.1007/s40072-020-00181-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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).
引用
收藏
页码:702 / 713
页数:12
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