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

页数：12

共 50 条

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