Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
From MaRDI portal
Publication:6072119
DOI10.2422/2036-2145.202105_019zbMath1527.60060arXiv2012.13530OpenAlexW3113410271MaRDI QIDQ6072119
Publication date: 29 November 2023
Published in: ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.13530
Probability measures on topological spaces (60B05) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
- Introduction to stochastic integration
- Well-posedness of Lagrangian flows and continuity equations in metric measure spaces
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- Distribution dependent SDEs with singular coefficients
- On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
- Linearization of nonlinear Fokker-Planck equations and applications
- Stochastic nonlinear Fokker-Planck equations
- Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
- Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
- Random Measures, Theory and Applications
- Equivalence of Stochastic Equations and Martingale Problems
- Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations
- A certain class of diffusion processes associated with nonlinear parabolic equations
- Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces
- Fokker–Planck–Kolmogorov Equations
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
This page was built for publication: Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
