Uniqueness for a class of stochastic Fokker-Planck and porous media equations

DOI10.1007/s00028-016-0372-0zbMath1377.35297arXiv1609.00165OpenAlexW2962840850MaRDI QIDQ1688301

Francesco Russo, Michael Roeckner

Publication date: 5 January 2018

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.00165

zbMATH Keywords

stochastic partial differential equationsmultiplicative noiseinfinite volumeporous media type equationstochastic Fokker-Planck type equation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)

Related Items (5)

Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations ⋮ Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case ⋮ Doubly probabilistic representation for the stochastic porous media type equation ⋮ From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE ⋮ McKean Feynman-Kac probabilistic representations of non-linear partial differential equations

Cites Work

• Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation
• Stochastic partial differential equations: an introduction
• Stochastic porous media equations
• Non-monotone stochastic generalized porous media equations
• Uniqueness of solutions of the initial-value problem for \(u_t- \Delta\varphi (u)=0\)
• Stochastic porous media equations in \(\mathbb R^d\)
• Probabilistic representation for solutions of an irregular porous media type equation
• A concise course on stochastic partial differential equations
• Stochastic generalized porous media and fast diffusion equations
• Fokker–Planck–Kolmogorov Equations
• Stochastic Equations in Infinite Dimensions

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