Probabilistic representation for solutions to nonlinear Fokker-Planck equations
Abstract
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in Rd with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear stochastic differential equation. The case of a nonlinear Fokker-Planck equation with linear space dependent drift is also studied.
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