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Nonlinear Fokker–Planck–Kolmogorov Equations for Measures

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Abstract

Existence and uniqueness of solutions of the Cauchy problem for nonlinear Fokker–Planck–Kolmogorov equations for measures are investigated. We consider the difficult case when the diffusion matrix depends on the solution. Moreover we give a short survey of the known results connected with these problems.

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Acknowledgements

The author is grateful to Prof. V.I. Bogachev and Prof. M. Röckner for fruitful discussions and valuable remarks. The work was supported by the President Grant MD-207.2017.1, the RFBR grant 17-01-00622, the Simons Foundation, and the SFB 1283 at Bielefeld University.

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Correspondence to Stanislav V. Shaposhnikov .

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Shaposhnikov, S.V. (2018). Nonlinear Fokker–Planck–Kolmogorov Equations for Measures. In: Eberle, A., Grothaus, M., Hoh, W., Kassmann, M., Stannat, W., Trutnau, G. (eds) Stochastic Partial Differential Equations and Related Fields. SPDERF 2016. Springer Proceedings in Mathematics & Statistics, vol 229. Springer, Cham. https://doi.org/10.1007/978-3-319-74929-7_24

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