Probabilistic representation for solutions to nonlinear Fokker-Planck equations
Probability
2018-02-01 v1
Abstract
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear stochastic differential equation. The case of a nonlinear Fokker-Planck equation with linear space dependent drift is also studied.
Cite
@article{arxiv.1801.10510,
title = {Probabilistic representation for solutions to nonlinear Fokker-Planck equations},
author = {Viorel Barbu and Michael Röckner},
journal= {arXiv preprint arXiv:1801.10510},
year = {2018}
}
Comments
21 pages