Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations
Probability
2023-02-03 v2
Abstract
We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of a previous work of the author. Our consideration of flow selections for nonlinear equations, including the particularly interesting case of Nemytskii-type coefficients, seems to be new. We also characterize the (restricted) well-posedness of FPK equations by the uniqueness of such (restricted) flows. Moreover, we show that under suitable assumptions in the linear case such flows are Markovian, i.e. they fulfill the Chapman-Kolmogorov equations.
Cite
@article{arxiv.2201.04539,
title = {Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations},
author = {Marco Rehmeier},
journal= {arXiv preprint arXiv:2201.04539},
year = {2023}
}