Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise
DOI10.1007/s00440-024-01277-1zbMath1545.60076MaRDI QIDQ6582357
Michael Roeckner, Viorel Barbu
Publication date: 2 August 2024
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
stochastic differential equationLévy processesFokker-Planck equationsuperposition principlemild solutiondistributional solutionsfractional Laplace operator
Processes with independent increments; Lévy processes (60G51) Monotone operators and generalizations (47H05) Equations involving nonlinear operators (general) (47J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11)
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