Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
By C. L. Bris, Pierre-Louis Lions. 2008
221 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/ed104509b87c6ccaed8c53709c112c9282f900ac
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Michael Röckner
- Franco Flandoli
- Giuseppe Da Prato
- Vladimir Bogachev
- Daniel Lacker
- Hung Vinh Tran
- Jiacheng Zhang
- Mykhaylo Shkolnikov
In Finance
- Michael Röckner
- Giuseppe Da Prato
- Franco Flandoli
- Daniel Lacker
- Feng-Yu Wang
- Vladimir Bogachev
- Mykhaylo Shkolnikov
- Jiacheng Zhang
In Mathematical Physics
- Michael Röckner
- Giuseppe Da Prato
- Vladimir Bogachev
- Dario Trevisan
- Franco Flandoli
- Alessio Porretta
- Hung Vinh Tran
- Alain Bensoussan
Citations in the corpus
- Selection problems for a discount degenerate viscous Hamilton–Jacobi equation (2017, methodology): “We take the motivation of this from the works of Lions [27], Di Perna and Lions [11], Ambrosio [1], and Le Bris and Lions [26].”
- Weak Solutions to Fokker–Planck Equations and Mean Field Games (2015, methodology): “This is also the original strategy used for transport equations by Di Perna and Lions ([18], see also [31]).”
- Renormalized Solutions for Stochastic Transport Equations and the Regularization by Bilinear Multiplicative Noise (2010, background): “For instance, [19] show that, due to the Laplacian, one can weaken the assumptions on b, but the uniqueness is in the class of solutions v with the usual variational regularity (including L2 0 T W 1 2 d ).”
- Well-posedness of Multidimensional Diffusion Processes with Weakly Differentiable Coefficients (2015, methodology): “In particular, we stress some aspects which are different from the results appearing in [19], [24].”
- Superposition and mimicking theorems for conditional McKean–Vlasov equations (2020, result): “The results of [33] have been extended to a wide range of SDEs with unbounded coefficients in [66] (see also [12, 61] and the comparison with the previous work [58] in [66, Remark 3.”
- Mean Field Limit and Propagation of Chaos for Vlasov Systems with Bounded Forces (2015, unknown): “2) in some sense , see for instance [13], [18], and [35].”
- Stochastic flows of SDEs with irregular coefficients and stochastic transport equations (2009, unknown): “The following example is inspired by [22, 19].”
- Well-posedness of the transport equation by stochastic perturbation (2008, unknown): “Lions [27] and A.”
- Mean Field Games with a Dominating Player (2014, background): “C. Le Bris and P.L. Lions.”
- Existence and uniqueness of solutions for Fokker–Planck equations on Hilbert spaces (2009, background): “[1], [2], [21], [22], [19], [20] and the references therein and also the fundamental paper [18]).”