Order preservation and positive correlation for nonlinear Fokker-Planck equation

DOI10.1214/22-ECP466zbMath1493.60116arXiv2103.07331OpenAlexW4285202814MaRDI QIDQ2135495

Panpan Ren

Publication date: 9 May 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.07331

zbMATH Keywords

nonlinear Fokker-Planck equationorder preservationpositive correlation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Cites Work

• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
• From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
• Correlation inequalities on some partially ordered sets
• Stochastic inequalities on partially ordered spaces
• Diffusion equation techniques in stochastic monotonicity and positive correlations
• On order-preservation and positive correlations for multidimensional diffusion processes
• Order preservation for path-distribution dependent SDEs
• Distribution dependent SDEs for Landau type equations
• Distribution dependent SDEs with singular coefficients
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
• Stochastic differential equations. An introduction with applications.

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