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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reviewed by

Eugene B. Postnikov

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MaRDI profile type

MaRDI publication profile

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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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DOI

10.1007/s10884-015-9476-4

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:258104

@@ 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