Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations

Panpan Ren

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arXiv · 2103.07331

Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations

Panpan Ren

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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.

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Panpan Ren. 2021-03-12. Order Preservation and Positive Correlation for Nonlinear Fokker Planck Equations. https://arxiv.org/abs/2103.07331

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