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arXiv · 1801.10510

Probabilistic representation for solutions to nonlinear Fokker-Planck equations

Viorel Barbu·Michael Röckner
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Abstract

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear stochastic differential equation. The case of a nonlinear Fokker-Planck equation with linear space dependent drift is also studied.

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Viorel Barbu, Michael Röckner. 2018-01-31. Probabilistic representation for solutions to nonlinear Fokker-Planck equations. https://arxiv.org/abs/1801.10510

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