Superposition principle for non-local Fokker-Planck-Kolmogorov operators

DOI10.1007/s00440-020-00985-8zbMath1469.60196arXiv1910.11022OpenAlexW3041195482MaRDI QIDQ2210740

Longjie Xie, Xicheng Zhang, Michael Roeckner

Publication date: 8 November 2020

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.11022

zbMATH Keywords

superposition principlemartingale problemfractional porous media equationnon-local Fokker-Planck-Kolmogorov equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Jump processes on general state spaces (60J76)

Related Items (9)

Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ Singular kinetic equations and applications ⋮ Superposition and mimicking theorems for conditional McKean-Vlasov equations ⋮ Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients ⋮ Stochastic optimal transport revisited ⋮ Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems ⋮ Dynamical behavior of a nonlocal Fokker–Planck equation for a stochastic system with tempered stable noise ⋮ Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions

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