Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations
Probability
2021-03-15 v1
Abstract
By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for diffusion processes or linear Fokker-Planck equations.
Cite
@article{arxiv.2103.07331,
title = {Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations},
author = {Panpan Ren},
journal= {arXiv preprint arXiv:2103.07331},
year = {2021}
}
Comments
18pages