Integral identity and measure estimates for stationary Fokker-Planck equations

DOI10.1214/14-AOP917zbMath1319.35268arXiv1401.7707MaRDI QIDQ2354149

Min Ji, Wen Huang, Zhenxin Liu, Yingfei Yi

Publication date: 10 July 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.7707

zbMATH Keywords

Fokker-Planck equationlevel set methodintegral identitystationary measuresmeasure estimates

Mathematics Subject Classification ID

Stability of topological dynamical systems (37B25) Diffusion processes (60J60) Fokker-Planck equations (35Q84)

Related Items (19)

LaSalle-type stationary oscillation principle for stochastic affine periodic systems ⋮ Steady states of Fokker-Planck equations. I: Existence ⋮ Steady states of Fokker-Planck equations. II: Non-existence ⋮ A criterion on a repeller being a null set of any limit measure for stochastic differential equations ⋮ Global martingale and pathwise solutions and infinite regularity of invariant measures for a stochastic modified Swift–Hohenberg equation ⋮ On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity ⋮ Recent Results on Recurrent Solutions and Limit Distributions of SDEs ⋮ Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions ⋮ Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function ⋮ Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations ⋮ Quantitative concentration of stationary measures ⋮ A Fokker-Planck approach to the study of robustness in gene expression ⋮ Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection ⋮ Systematic Measures of Biological Networks I: Invariant Measures and Entropy ⋮ Convergence to equilibrium in Fokker-Planck equations ⋮ Entropy productions in dissipative systems ⋮ Upper semi-continuity of random attractors and existence of invariant measures for nonlocal stochastic Swift–Hohenberg equation with multiplicative noise ⋮ Steady states of Fokker-Planck equations. III: Degenerate diffusion ⋮ Stochastic stability of measures in gradient systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• On polynomial mixing bounds for stochastic differential equations
• Integrable solutions of the stationary Kolmogorov equation
• On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
• On uniqueness problems related to elliptic equations for measures
• On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Ergodic Control of Diffusion Processes
• Elliptic and parabolic equations for measures
• Bounds for the Mixing Rate in the Theory of Stochastic Equations
• On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
• On Parabolic Equations for Measures

This page was built for publication: Integral identity and measure estimates for stationary Fokker-Planck equations