Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
文献类型：期刊论文
| 作者 | Barbu, Viorel1; Roeckner, Michael2,3 |
| 刊名 | STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS
 |
| 出版日期 | 2020-09-07 |
| 页码 | 12 |
| 关键词 | Fokker-Planck equation Mild solution Distributional solution |
| ISSN号 | 2194-0401 |
| DOI | 10.1007/s40072-020-00181-8 |
| 英文摘要 | 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). |
| 资助项目 | DFG[CRC 1283] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000566894200002 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/52154]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Barbu, Viorel |
| 作者单位 | 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 |
| 推荐引用方式 GB/T 7714 | Barbu, Viorel,Roeckner, Michael. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs[J]. STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,2020:12. |
| APA | Barbu, Viorel,&Roeckner, Michael.(2020).Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs.STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,12. |
| MLA | Barbu, Viorel,et al."Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs".STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS (2020):12. |
入库方式： OAI收割
来源：数学与系统科学研究院
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