Marco Rehmeier

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20182022

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math.PR2019

Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness

Marco Rehmeier

Let the coefficients $a_{ij}$ and $b_{i}$ , $i, j \leq d$ , of the linear Fokker-Planck-Kolmogorov equation (FPK-eq.) $$\partial_tμ_t = \partial_i\partial_j(a_{ij}μ_t)-\partial_i(b_iμ_t…

math.PR2018

On Cherny's results in infinite dimensions: A theorem dual to Yamada-Watanabe

Marco Rehmeier

We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of the…