Order preservation and positive correlation for nonlinear Fokker-Planck equation

被引：0
|
作者：
Ren, Panpan [1 ,2 ]
机构：
[1] Univ Bonn, Dept Math, D-53115 Bonn, Germany
[2] Tech Univ Kaiserslautern, Dept Math, D-67663 Kaiserslautern, Germany
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2022年 / 27卷
基金：
欧洲研究理事会;
关键词：
nonlinear Fokker-Planck equation; order preservation; positive correlation; DISTRIBUTION DEPENDENT SDES; INEQUALITIES;
D O I：
10.1214/22-ECP466
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页数：12
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