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Existence and Ergodicity for Nonlinear Fokker-Planck Equations for Probability Density Functions
Xing Huang, Michael Röckner, Feng-Yu Wang
For a class of nonlinear Fokker-Planck equations for probability densities, we construct distributional solutions by using an approximation scheme with nonlinear Neumann problems i…
Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes
Viorel Barbu, Yuqi Li, Michael Röckner
This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type \begin{equation} u_{t}-\sum_{i…
Regularization of the superposition principle: Potential theory meets Fokker-Planck equations
Lucian Beznea, Iulian Cîmpean, Michael Röckner
For a solution to a (possibly nonlinear) Fokker-Planck equation (FPE) the powerful superposition principle renders a probability measure on path space with one dimensional time mar…