Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation

DOI10.1214/EJP.v17-2349zbMath1268.82024arXiv1111.6458MaRDI QIDQ456239

Francesco Russo, Nadia Belaribi

Publication date: 23 October 2012

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

Full work available at URL: https://arxiv.org/abs/1111.6458

zbMATH Keywords

Fokker-Planckfast diffusionprobabilistic representationnon-linear diffusionstochastic particle algorithm

Mathematics Subject Classification ID

Related Items (11)

On uniqueness of solutions to the Cauchy problem for degenerate Fokker-Planck-Kolmogorov equations ⋮ Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation ⋮ Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case ⋮ Uniqueness for a class of stochastic Fokker-Planck and porous media equations ⋮ Swarm gradient dynamics for global optimization: the mean-field limit case ⋮ Doubly probabilistic representation for the stochastic porous media type equation ⋮ Superposition principle for non-local Fokker-Planck-Kolmogorov operators ⋮ Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations ⋮ Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs ⋮ Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations ⋮ McKean Feynman-Kac probabilistic representations of non-linear partial differential equations

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