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

DOI10.1016/0362-546X(83)90018-4zbMATH Open0545.60075OpenAlexW2031045958MaRDI QIDQ3334745FDOQ3334745

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

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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)

Cites Work

• Geometric theory of semilinear parabolic equations
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• The adjoint semi-group
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• Extensions of Trotter's operator semigroup approximation theorems
• Diffusion approximation of non-Markovian processes
• On a degenerate elliptic‐parabolic equation occurring in the theory of probability
• Initial value problems for the Carleman equation
• Limit theorems for Markov processes via a variant of the Trotter-Kato theorem
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Cited In (7)

• Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation
• Approximate the Fokker-Planck equation by a class of nonlocal dispersal problems
• A path-integral approximation for non-linear diffusions
• Title not available (Why is that?)
• Existence of solutions and diffusion approximation for a model Fokker-Planck equation
• On the error of Fokker-Planck approximations of some one-step density dependent processes.
• Relationship between a non-Markovian process and Fokker-Planck equation

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