Open Access
2022 Order preservation and positive correlation for nonlinear Fokker-Planck equation
Panpan Ren
Author Affiliations +
Electron. Commun. Probab. 27: 1-12 (2022). DOI: 10.1214/22-ECP466

Abstract

By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for diffusion processes or linear Fokker-Planck equations.

Funding Statement

The author greatefully acknowledge support by European Union through the ERC-AdG 694405"RicciBounds" and Alexander von Humboldt Foundation.

Acknowledgement

I would like to thank the referee and Professor Feng-Yu Wang and Jianhai Bao for helpful comments and corrections.

Citation

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Panpan Ren. "Order preservation and positive correlation for nonlinear Fokker-Planck equation." Electron. Commun. Probab. 27 1 - 12, 2022. https://doi.org/10.1214/22-ECP466

Information

Received: 24 October 2021; Accepted: 16 April 2022; Published: 2022
First available in Project Euclid: 4 May 2022

MathSciNet: MR4424032
zbMATH: 1493.60116
Digital Object Identifier: 10.1214/22-ECP466

Subjects:
Primary: 60J60
Secondary: 60H30

Keywords: nonlinear Fokker-Planck equation , order preservation , positive correlation

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