From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
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Publication:782406
DOI10.1214/19-AOP1410zbMath1469.60216arXiv1808.10706OpenAlexW3045078004MaRDI QIDQ782406
Viorel Barbu, Michael Roeckner
Publication date: 27 July 2020
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.10706
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46) Relations of PDEs on manifolds with hyperfunctions (58J15) Representations of solutions to partial differential equations (35C99)
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