From nonlinear Fokker–Planck equations to solutions of distribution dependent SDE
We construct weak solutions to the McKean–Vlasov SDE d X (t)= b (X (t), d LX (t) dx (X (t)))
dt+ σ (X (t), d LX (t) dt (X (t))) d W (t) on ℝ d for possibly degenerate diffusion matrices σ with …
dt+ σ (X (t), d LX (t) dt (X (t))) d W (t) on ℝ d for possibly degenerate diffusion matrices σ with …
Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations
V Barbu, M Röckner - SIAM Journal on Mathematical Analysis, 2018 - SIAM
One obtains a probabilistic representation for the entropic generalized solutions to a
nonlinear Fokker--Planck equation in R^d with a multivalued nonlinear diffusion term as …
nonlinear Fokker--Planck equation in R^d with a multivalued nonlinear diffusion term as …
On nonlinear Markov processes in the sense of McKean
M Rehmeier, M Röckner - arXiv preprint arXiv:2212.12424, 2022 - arxiv.org
We study nonlinear Markov processes in the sense of McKean's seminal work [29] and
present a large new class of examples. Our notion of nonlinear Markov property is in …
present a large new class of examples. Our notion of nonlinear Markov property is in …
Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces
E Issoglio, S Pagliarani, F Russo… - arXiv preprint arXiv …, 2024 - arxiv.org
The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov
spaces with negative regularity and with degenerate diffusion matrix under the weak H {\" o} …
spaces with negative regularity and with degenerate diffusion matrix under the weak H {\" o} …
[HTML][HTML] Interacting diffusions approximating the porous medium equation and propagation of chaos
R Philipowski - Stochastic processes and their applications, 2007 - Elsevier
Interacting diffusions approximating the porous medium equation and propagation of chaos
- ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Search …
- ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Search …
Probabilistic representation for solutions of an irregular porous media type equation
P Blanchard, M Röckner, F Russo - 2010 - projecteuclid.org
We consider a porous media type equation over all of ℝ d, d= 1, with monotone
discontinuous coefficient with linear growth, and prove a probabilistic representation of its …
discontinuous coefficient with linear growth, and prove a probabilistic representation of its …
Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case
We consider a possibly degenerate porous media type equation over all of\mathbb R^ d with
d= 1, with monotone discontinuous coefficients with linear growth and prove a probabilistic …
d= 1, with monotone discontinuous coefficients with linear growth and prove a probabilistic …
Probabilistic representation of a class of non conservative nonlinear partial differential equations
A Lecavil, N Oudjane, F Russo - arXiv preprint arXiv:1504.03882, 2015 - arxiv.org
We introduce a new class of nonlinear Stochastic Differential Equations in the sense of
McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We …
McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We …
Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation
N Belaribi, F Russo - 2012 - projecteuclid.org
The object of this paper is the uniqueness for a d-dimensional Fokker-Planck type equation
with inhomogeneous (possibly degenerated) measurable not necessarily bounded …
with inhomogeneous (possibly degenerated) measurable not necessarily bounded …
Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type
S Grube - Electronic Communications in Probability, 2023 - projecteuclid.org
We study a large class of McKean–Vlasov SDEs with drift and diffusion coefficient
depending on the density of the solution's time marginal laws in a Nemytskii-type of way. A …
depending on the density of the solution's time marginal laws in a Nemytskii-type of way. A …