We consider a large class of nonlinear FPKEs with coefficients of Nemytskii type depending explicitly on time and space, for which it is known that there exists a sufficiently Sobolev-regular Schwartz-distributional solution u is an element of L 1 boolean AND L infinity \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in L<^>1\cap L<^>\infty $$\end{document} . We show that there exists a unique strong solution to the associated McKean-Vlasov SDE with time marginal law densities u. In particular, every weak solution of this equation with time marginal law densities u can be written as a functional of the driving Brownian motion. Moreover, plugging any Brownian motion into this very functional produces a weak solution with time marginal law densities u.
机构:
Univ Paris Saclay, Ctr Math Appl, Ecole Polytech, F-91128 Palaiseau, France
Univ Paris Saclay, CNRS, F-91128 Palaiseau, FranceUniv Paris Saclay, Ctr Math Appl, Ecole Polytech, F-91128 Palaiseau, France
Gobet, Emmanuel
Pagliarani, Stefano
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Univ Udine, Dipartimento Sci Econ & Stat, Via Tomadini 30-a, I-33100 Udine, ItalyUniv Paris Saclay, Ctr Math Appl, Ecole Polytech, F-91128 Palaiseau, France
机构:
Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R ChinaJiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R China
Li, Butong
Meng, Yongna
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Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R ChinaJiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R China
Meng, Yongna
Sun, Xiaobin
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Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R China
Jiangsu Normal Univ, Res Inst Math Sci, Xuzhou 221116, Peoples R ChinaJiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R China
Sun, Xiaobin
Yang, Ting
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Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R China
Jiangsu Normal Univ, Res Inst Math Sci, Xuzhou 221116, Peoples R ChinaJiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R China