Solutions for nonlinear Fokker–Planck equations with measures as initial data and McKean-Vlasov equations
نویسندگان
چکیده
One proves the existence and uniqueness of a generalized (mild) solution for nonlinear Fokker–Planck equation (FPE) u t ? ? ( ? ) + div D x b = 0 , ? ? R d ? 2 ? in where L 1 C is nondecreasing function, bounded, ? ; with strictly increasing, if not constant. Moreover, ? semigroup contractions which leaves invariant set probability density functions . If ? r | ? ? 3 then m > extends to initial data space M bounded measures As consequence arbitrary laws, we obtain weak solutions class McKean-Vlasov SDEs coefficients have singular dependence on time marginal laws.
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2021
ISSN: ['0022-1236', '1096-0783']
DOI: https://doi.org/10.1016/j.jfa.2021.108926