Derives nonlinear stochastic Fokker-Planck equations from noisy particle systems via relative entropy with pathwise quantitative bounds and proves unique strong solution existence for the PDE.
Hauray, Wasserstein distances for vortices approximation of Euler-type equa- tions, Mathematical Models and Methods in Applied Sciences - M3AS, 19, pp
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Pathwise quantitative particle approximation of nonlinear stochastic Fokker-Planck equations via relative entropy
Derives nonlinear stochastic Fokker-Planck equations from noisy particle systems via relative entropy with pathwise quantitative bounds and proves unique strong solution existence for the PDE.