Order preservation and positive correlation for nonlinear Fokker-Planck equation

DOI10.1214/22-ECP466MaRDI QIDQ2135495zbMATH OpenOpenAlexFDO

Authors Panpan Ren

Publication date 9 May 2022

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.07331

zbMATH Keywords

nonlinear Fokker-Planck equationorder preservationpositive correlation

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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.

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Cites work

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Cited in

(2)

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