Diffusion approximation for a class of Markov processes satisfying a nonlinear Fokker-Planck equation

DOI10.1016/0362-546X(83)90018-4MaRDI QIDQ3334745zbMATHOpenAlexFDO

Authors Walter A. Rosenkrantz, Zhanbing Li

Publication date 1983

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0362-546x(83)90018-4

zbMATH Keywords

nonlinear Fokker-Planck equationTrotter-Kato theorem

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 3533576 (Why is no real title available?)
• scientific article; zbMATH DE number 3540181 (Why is no real title available?)
• scientific article; zbMATH DE number 3574289 (Why is no real title available?)
• scientific article; zbMATH DE number 3626967 (Why is no real title available?)
• Approximation of semi-groups of operators
• Convergence of Sequences of Semigroups of Nonlinear Operators with an Application to Gas Kinetics
• Diffusion approximation of non-Markovian processes
• Extensions of Trotter's operator semigroup approximation theorems
• Geometric theory of semilinear parabolic equations
• Initial value problems for the Carleman equation
• Limit theorems for Markov processes via a variant of the Trotter-Kato theorem
• On a degenerate elliptic‐parabolic equation occurring in the theory of probability
• The adjoint semi-group
• The parabolic differential equations and the associated semigroups of transformation

Cited in

(7)

• On the error of Fokker-Planck approximations of some one-step density dependent processes.
• Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation
• Existence of solutions and diffusion approximation for a model Fokker-Planck equation
• A path-integral approximation for non-linear diffusions
• Approximate the Fokker-Planck equation by a class of nonlocal dispersal problems
• scientific article; zbMATH DE number 1971700 (Why is no real title available?)
• Relationship between a non-Markovian process and Fokker-Planck equation

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