Existence, uniqueness, and positivity-preserving properties are established for a non-local singular non-linear Fokker-Planck PDE and its corresponding McKean SDE.
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A non-local singular non-linear Fokker-Planck PDE
Existence, uniqueness, and positivity-preserving properties are established for a non-local singular non-linear Fokker-Planck PDE and its corresponding McKean SDE.