Non-Uniqueness for Nonlinear Fokker--Planck Equations and Their Associated Distribution-Dependent SDEs

Huaxiang Lü

In this paper, we study distribution-dependent stochastic differential equations on the domain $\mathcal{O}={\mathbb{T}}^d$ or ${\mathbb{R}}^d$, $d\ge 2$, of the form \begin{align*} {\rm…