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Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs

Published 10 Sep 2019 in math.PR | (1909.04464v2)

Abstract: One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential equation (SDE).

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Authors (2)

  1. Viorel Barbu 
  2. Michael Röckner 

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