Superposition principle for non-local Fokker–Planck–Kolmogorov operators

Michael Röckner, Longjie Xie, Xicheng Zhang*

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

13 引用 (Scopus)

摘要

We prove the superposition principle for probability measure-valued solutions to non-local Fokker–Planck–Kolmogorov equations, which in turn yields the equivalence between martingale problems for stochastic differential equations with jumps and such non-local partial differential equations with rough coefficients. As an application, we obtain a probabilistic representation for weak solutions of fractional porous media equations.

源语言英语
页(从-至)699-733
页数35
期刊Probability Theory and Related Fields
178
3-4
DOI
出版状态已出版 - 1 12月 2020
已对外发布

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