Wednesday, November 13, 2019 - 14:00 in V3-201
Superposition principle for non-local Fokker-Planck operators
A talk in the Bielefeld Stochastic Afternoon series by
Longjie Xie from Jiangsu Normal University
| Abstract: |
We prove the superposition principle for probability measure solutions to non-local Fokker-Planck equations,
which in turn yields the equivalence between martingale solutions for SDEs with jumps and non-local PDEs with rough coefficients.
As an application, we obtain a probabilistic representation for the weak solution of fractional porous media equations.
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