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Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. (English) Zbl 07891473

This work is concerned with the existence of mild solutions to the nonlinear Fokker-Planck equation (NFPE) given by \( u_t + (-\Delta)^s \beta(u) + \text{div}(Db(u)u) = 0 \) in \( (0, \infty) \times \mathbb{R}^d \), with the initial condition \( u(0, x) = u_0(x) \), where \( x \in \mathbb{R}^d \). Here, \( \beta : \mathbb{R} \to \mathbb{R} \), \( D : \mathbb{R}^d \to \mathbb{R}^d \), \( d \geq 2 \), and \( b : \mathbb{R} \to \mathbb{R} \) are functions specified later, while \( (-\Delta)^s \), with \( 0 < s < 1 \), is the fractional Laplace operator. The uniqueness of Schwartz distributional solutions is also proven under suitable assumptions on the diffusion and drift terms. As applications, the weak existence and uniqueness of solutions to McKean-Vlasov equations with Lévy noise, as well as the Markov property for their laws, are established. The dual of the Schwartz test function space \( S := S(\mathbb{R}^d) \), denoted \( S' := S'(\mathbb{R}^d) \), is utilized in the analysis.

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35R11 Fractional partial differential equations
60G51 Processes with independent increments; Lévy processes
47H05 Monotone operators and generalizations
47J05 Equations involving nonlinear operators (general)

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