Steady states of Fokker-Planck equations. III: Degenerate diffusion (Q258104): Difference between revisions

The method, applied in this work, is based on the usage of the Lyapunov function, which is a compact function on the domain, where the considered stationary Fokker-Planck equation is defined, and satisfies the dissipation property. It is proven that an existence of such Lyapunov function (in a strong or in a weak sense) implies a stationary measure for the Fokker-Planck equation.

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zbMATH Keywords

Fokker-Planck equation

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degenerate diffusion

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existence

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stationary solution

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stationary measure

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level set method

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full work available at URL

https://doi.org/10.1007/s10884-015-9476-4

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cites work

On uniqueness of invariant measures for finite- and infinite-dimensional diffusions

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Ergodic Control of Diffusion Processes

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Q4040048

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On Parabolic Equations for Measures

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ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS

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Elliptic and parabolic equations for measures

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A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts

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Q4543003

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On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation

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Q2759733

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Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions

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Q3957682

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Q3589241

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Integral identity and measure estimates for stationary Fokker-Planck equations

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Steady states of Fokker-Planck equations. I: Existence

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Steady states of Fokker-Planck equations. II: Non-existence

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Bounds for the Mixing Rate in the Theory of Stochastic Equations

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Q4693053

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On polynomial mixing bounds for stochastic differential equations

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On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations

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Identifiers

zbMATH Open document ID

1342.35397

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Mathematics Subject Classification ID

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10.1007/S10884-015-9476-4

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Sitelinks

Mathematics(1 entry)

mardi Publication:258104

@@ Property / DOI @@
-.1007/s10884-015-9476-4
@@ Property / DOI: 10.1007/s10884-015-9476-4 / rank @@
-Normal rank
@@ Property / review text @@
+The method, applied in this work, is based on the usage of the Lyapunov function, which is a compact function on the domain, where the considered stationary Fokker-Planck equation is defined, and satisfies the dissipation property. It is proven that an existence of such Lyapunov function (in a strong or in a weak sense) implies a stationary measure for the Fokker-Planck equation.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+Q84
@@ Property / Mathematics Subject Classification ID: 35Q84 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 37B25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C31
@@ Property / Mathematics Subject Classification ID: 82C31 / rank @@
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@@ Property / zbMATH DE Number @@
+6557811
@@ Property / zbMATH DE Number: 6557811 / rank @@
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@@ Property / zbMATH Keywords @@
+Fokker-Planck equation
@@ Property / zbMATH Keywords: Fokker-Planck equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+degenerate diffusion
@@ Property / zbMATH Keywords: degenerate diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+existence
@@ Property / zbMATH Keywords: existence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stationary solution
@@ Property / zbMATH Keywords: stationary solution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stationary measure
@@ Property / zbMATH Keywords: stationary measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+level set method
@@ Property / zbMATH Keywords: level set method / rank @@
+Normal rank
@@ Property / reviewed by @@
+Eugene B. Postnikov
@@ Property / reviewed by: Eugene B. Postnikov / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10884-015-9476-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1703488510
@@ Property / OpenAlex ID: W1703488510 / rank @@
+Normal rank
@@ Property / cites work @@
+On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
+Normal rank
@@ Property / cites work @@
+Ergodic Control of Diffusion Processes
@@ Property / cites work: Ergodic Control of Diffusion Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040048
@@ Property / cites work: Q4040048 / rank @@
+Normal rank
@@ Property / cites work @@
+On Parabolic Equations for Measures
@@ Property / cites work: On Parabolic Equations for Measures / rank @@
+Normal rank
@@ Property / cites work @@
+ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
+Normal rank
@@ Property / cites work @@
+Elliptic and parabolic equations for measures
@@ Property / cites work: Elliptic and parabolic equations for measures / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts
+Normal rank
@@ Property / cites work @@
+Q4543003
@@ Property / cites work: Q4543003 / rank @@
+Normal rank
@@ Property / cites work @@
+On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
+Normal rank
@@ Property / cites work @@
+Q2759733
@@ Property / cites work: Q2759733 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
+Normal rank
@@ Property / cites work @@
+Q3957682
@@ Property / cites work: Q3957682 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3589241
@@ Property / cites work: Q3589241 / rank @@
+Normal rank
@@ Property / cites work @@
+Integral identity and measure estimates for stationary Fokker-Planck equations
+Normal rank
@@ Property / cites work @@
+Steady states of Fokker-Planck equations. I: Existence
+Normal rank
@@ Property / cites work @@
+Steady states of Fokker-Planck equations. II: Non-existence
+Normal rank
@@ Property / cites work @@
+Bounds for the Mixing Rate in the Theory of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+Q4693053
@@ Property / cites work: Q4693053 / rank @@
+Normal rank
@@ Property / cites work @@
+On polynomial mixing bounds for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
+Normal rank
@@ Property / DOI @@
+.1007/S10884-015-9476-4
@@ Property / DOI: 10.1007/S10884-015-9476-4 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:258104