4 papers
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…
SDEs with critical time dependent drifts: strong solutions
Michael Röckner, Guohuan Zhao
Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equ…
Nonlinear Fokker--Planck--Kolmogorov equations as gradient flows on the space of probability measures
Marco Rehmeier, Michael Röckner
We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on with…
On nonlinear Markov processes in the sense of McKean
Marco Rehmeier, Michael Röckner
We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws , , on path space…