Wednesday, January 26, 2022 - 15:15 in ZOOM - Video Conference
Flow selection for (non-linear) Fokker-Planck-Kolmogorov equations
A talk in the Bielefeld Stochastic Afternoon series by
Marco Rehmeier
| Abstract: |
We provide a method to select solution flows to the Cauchy problem for
linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK
equations) for measures on Euclidean space. In the linear case, our
method improves similar results of a previous work. Our consideration
of flow selections for nonlinear equations, including the particularly
interesting case of Nemytskii-type coefficients, seems to be new.
Using our selection method, we also characterize the (restricted)
well-posedness of FPK equations by the uniqueness of such (restricted)
flows. Moreover, we show that under suitable assumptions in the linear
case, such flows are Markovian, i.e. they fulfill the
Chapman-Kolmogorov equations.
Within the CRC this talk is associated to the project(s): B8 |
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