Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations
arXiv:2103.07331
Abstract
By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for diffusion processes or linear Fokker-Planck equations.
18pages