On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
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Publication:1761018
DOI10.1134/S1064562412030143zbMath1266.60111OpenAlexW2027700459MaRDI QIDQ1761018
Stanislav V. Shaposhnikov, Michael Roeckner, Vladimir I. Bogachev
Publication date: 15 November 2012
Published in: Doklady Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1064562412030143
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (23)
Zvonkin’s transform and the regularity of solutions to double divergence form elliptic equations ⋮ Steady states of Fokker-Planck equations. I: Existence ⋮ Steady states of Fokker-Planck equations. II: Non-existence ⋮ Foliated stochastic calculus: Harmonic measures ⋮ Integrability and continuity of solutions to double divergence form equations ⋮ A stationary Fokker-Planck-Kolmogorov equation with a potential ⋮ Applications of Zvonkin's transform to stationary Kolmogorov equations ⋮ Towards mesoscopic ergodic theory ⋮ On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation ⋮ Quantitative concentration of stationary measures ⋮ On existence of Lyapunov functions for a stationary Kolmogorov equation with a probability solution ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space ⋮ Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs ⋮ Systematic Measures of Biological Networks I: Invariant Measures and Entropy ⋮ Convergence to equilibrium in Fokker-Planck equations ⋮ Existence of periodic probability solutions to Fokker-Planck equations with applications ⋮ The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations ⋮ Differentiability of invariant measures of diffusions with respect to a parameter ⋮ Integral identity and measure estimates for stationary Fokker-Planck equations ⋮ Steady states of Fokker-Planck equations. III: Degenerate diffusion ⋮ Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter ⋮ Stochastic stability of measures in gradient systems
Cites Work
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- Elliptic and parabolic equations for measures
- A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts
- Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
- Bounds for the fundamental solutions of elliptic and parabolic equations
- Elliptic equations for invariant measures on finite and infinite dimensional manifolds
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