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Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy-Noise (2210.05612v2)

Published 11 Oct 2022 in math.PR and math.AP

Abstract: This work is concerned with the existence of mild solutions to non-linear Fokker-Planck equations with fractional Laplace operator $(-\Delta)s$ for $s\in\left(\frac12,1\right)$. The uniqueness of Schwartz distributional solutions is also proved under suitable assumptions on diffusion and drift terms. As applications, weak existence and uniqueness of solutions to McKean-Vlasov equations with L\'evy-Noise, as well as the Markov property for their laws are proved.

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