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Uniqueness for nonlinear Fokker–Planck equations and weak uniqueness for McKean–Vlasov SDEs
被引:0
|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;
D O I:
暂无
中图分类号:
学科分类号:
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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