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

被引:0
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作者
Viorel Barbu
Michael Röckner
机构
[1] Octav Mayer Institute of Mathematics of the Romanian Academy,Fakultät für Mathematik
[2] Universität Bielefeld,undefined
[3] Academy of Mathematic and System Sciences,undefined
[4] CAS,undefined
关键词
Fokker–Planck equation; Mild solution; Distributional solution; 60H30; 60H10; 60G46; 35C99;
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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).
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页码:702 / 713
页数:11
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