Order preservation and positive correlation for nonlinear Fokker-Planck equation

DOI10.1214/22-ECP466zbMATH Open1493.60116arXiv2103.07331OpenAlexW4285202814MaRDI QIDQ2135495FDOQ2135495

Authors: Panpan Ren 

Publication date: 9 May 2022

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

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.

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

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zbMATH Keywords

nonlinear Fokker-Planck equationorder preservationpositive correlation

Mathematics Subject Classification ID

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

Cites Work

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• Distribution dependent SDEs for Landau type equations
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• Order preservation for path-distribution dependent SDEs
• Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs

Cited In (2)

• Title not available (Why is that?)
• On order-preservation and positive correlations for multidimensional diffusion processes

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