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.
Kotelenez, A Stochastic Navier-Stokes Equation for the Vorticity of a Two- Dimensional Fluid, The Annals of Applied Probability, 5, 1995
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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.