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arXiv · 1909.04464

Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs

Viorel Barbu·Michael Röckner
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Abstract

One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential equation (SDE).

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Viorel Barbu, Michael Röckner. 2019-09-10. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. https://arxiv.org/abs/1909.04464

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