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.
J¨ ungel,Entropy Methods for Diffusive Partial Differential Equations , in Springer Briefs in Mathematics, Springer International Publishing
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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.