Superposition principle for non-local Fokker-Planck operators
Probability
2019-10-25 v1
Abstract
We prove the superposition principle for probability measure-valued solutions to non-local Fokker-Planck equations, which in turn yields the equivalence between martingale problems for SDEs with jumps and such non-local PDEs with rough coefficients. As an application, we obtain a probabilistic representation for weak solutions of fractional porous media equations.
Keywords
Cite
@article{arxiv.1910.11022,
title = {Superposition principle for non-local Fokker-Planck operators},
author = {Michael Rockner and Longjie Xie and Xicheng Zhang},
journal= {arXiv preprint arXiv:1910.11022},
year = {2019}
}
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26pages