Weighted $L^1$-semigroup approach for nonlinear Fokker--Planck equations and generalized Ornstein--Uhlenbeck processes
Analysis of PDEs
2023-08-21 v1 Probability
Abstract
For the nonlinear Fokker--Planck equation where is the density of a finite Borel measure and is unbounded, we construct mild solutions with bounded initial data via the Crandall--Liggett semigroup approach in the weighted space . By the superposition principle, we lift these solutions to weak solutions to the corresponding McKean--Vlasov SDE, which can be considered a model for generalized nonlinear perturbed Ornstein--Uhlenbeck processes. Finally, for these solutions we prove the nonlinear Markov property in the sense of McKean.
Keywords
Cite
@article{arxiv.2308.09420,
title = {Weighted $L^1$-semigroup approach for nonlinear Fokker--Planck equations and generalized Ornstein--Uhlenbeck processes},
author = {Marco Rehmeier},
journal= {arXiv preprint arXiv:2308.09420},
year = {2023}
}
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18 pages