Superposition principle for non-local Fokker-Planck-Kolmogorov operators
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Publication:2210740
DOI10.1007/s00440-020-00985-8zbMath1469.60196arXiv1910.11022OpenAlexW3041195482MaRDI QIDQ2210740
Longjie Xie, Xicheng Zhang, Michael Roeckner
Publication date: 8 November 2020
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.11022
superposition principlemartingale problemfractional porous media equationnon-local Fokker-Planck-Kolmogorov equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Jump processes on general state spaces (60J76)
Related Items (9)
Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ Singular kinetic equations and applications ⋮ Superposition and mimicking theorems for conditional McKean-Vlasov equations ⋮ Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients ⋮ Stochastic optimal transport revisited ⋮ Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems ⋮ Dynamical behavior of a nonlocal Fokker–Planck equation for a stochastic system with tempered stable noise ⋮ Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
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