Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations

Published 12 Mar 2021 in math.PR | (2103.07331v1)

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.

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Panpan Ren

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