Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients

Michael Röckner; Xicheng Zhang

doi:10.1016/j.crma.2010.01.001

Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients

Michael Röckner^*, Xicheng Zhang

^*此作品的通讯作者

科研成果: 期刊稿件 › 文章 › 同行评审

32 引用（Scopus）

摘要

In this Note, by using the theory of stochastic differential equations (SDE), we prove uniqueness of measure-valued solutions and L^p-solutions to degenerate second order Fokker-Planck equations under weak conditions on the coefficients. Our uniqueness results are based on the natural connection between Fokker-Planck equations and SDEs.

源语言	英语
页（从-至）	435-438
页数	4
期刊	Comptes Rendus Mathematique
卷	348
期	7-8
DOI	https://doi.org/10.1016/j.crma.2010.01.001
出版状态	已出版 - 4月 2010
已对外发布	是

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title = "Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients",

abstract = "In this Note, by using the theory of stochastic differential equations (SDE), we prove uniqueness of measure-valued solutions and Lp-solutions to degenerate second order Fokker-Planck equations under weak conditions on the coefficients. Our uniqueness results are based on the natural connection between Fokker-Planck equations and SDEs.",

author = "Michael R{\"o}ckner and Xicheng Zhang",

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AB - In this Note, by using the theory of stochastic differential equations (SDE), we prove uniqueness of measure-valued solutions and Lp-solutions to degenerate second order Fokker-Planck equations under weak conditions on the coefficients. Our uniqueness results are based on the natural connection between Fokker-Planck equations and SDEs.

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DO - 10.1016/j.crma.2010.01.001

M3 - Article

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Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients

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