Order preservation and positive correlation for nonlinear Fokker-Planck equation
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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.
In the present paper the author aims to extend the criteria proposed at the papers [\textit{I. Herbst} and \textit{L. Pitt}, Probab. Theory Relat. Fields 87, No. 3, 275--312 (1991; Zbl 0688.60062)] and [\textit{M. Chen} and \textit{F. Wang}, Probab. Theory Relat. Fields 95, No. 3, 421--428 (1993; Zbl 0792.60072)] to nonlinear Fokker-Planck equations associated with McKean-Vlasov SDEs.
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