Order preservation and positive correlation for nonlinear Fokker-Planck equation

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Electronic Communications in Probability Pub Date : 2021-03-12 DOI:10.1214/22-ecp466

Panpan Ren

引用次数: 0

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. AMS subject Classification: 60J60, 58J65.

查看原文本刊更多论文

非线性Fokker-Planck方程的保序与正相关

通过研究McKean-Vlasov SDEs，研究了非线性Fokker-Planck方程的阶保持性和正相关性。主要结果恢复了在[3,5]中为扩散过程或线性Fokker-Planck方程建立的这些性质的相应判据。AMS学科分类:60J60、58J65。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Electronic Communications in Probability 工程技术-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.