Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
Probability
2021-04-19 v2
Abstract
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).
Keywords
Cite
@article{arxiv.1909.04464,
title = {Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs},
author = {Viorel Barbu and Michael Röckner},
journal= {arXiv preprint arXiv:1909.04464},
year = {2021}
}