Uniqueness of degenerate Fokker-Planck equations with weakly differentiable drift whose gradient is given by a singular integral

DOI10.1214/ECP.v19-3407zbMath1300.35141MaRDI QIDQ457797

De Jun Luo

Publication date: 29 September 2014

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

zbMATH Keywords

maximal functionFokker-Planck equationsingular integral operatormartingale solution

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Weak solutions to PDEs (35D30) Fokker-Planck equations (35Q84)

Related Items (3)

The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients ⋮ Quantitative stability estimates for Fokker-Planck equations ⋮ Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations

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