Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations

DOI10.1007/S00526-019-1625-XzbMATH Open1427.35025arXiv1805.09467OpenAlexW2978003245WikidataQ127183938 ScholiaQ127183938MaRDI QIDQ2328007FDOQ2328007

Authors: Alexander Shaposhnikov, Vladimir I. Bogachev, S. V. Shaposhnikov 

Publication date: 8 October 2019

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Abstract: We prove that every probability measure $mu$ satisfying the stationary Fokker-Planck-Kolmogorov equation obtained by a $mu$-integrable perturbation $v$ of the drift term $-x$ of the Ornstein-Uhlenbeck operator is absolutely continuous with respect to the corresponding Gaussian measure $gamma$ and for the density $f=dmu/dgamma$ the integral of $f|log(f+1){|}^{a}lpha$ against $gamma$ is estimated via $|v{|}_{L^1(mu)}$ for all $alpha<1/4$, which is a weakened $L^1$-analog of the logarithmic Sobolev inequality. This means that stationary measures of diffusions whose drifts are integrable perturbations of $-x$ are absolutely continuous with respect to Gaussian measures.

Full work available at URL: https://arxiv.org/abs/1805.09467

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zbMATH Keywords

Fokker-Planck-Kolmogorov equationprobability measure

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Second-order elliptic equations (35J15)

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Cited In (7)

• On Sobolev regularity of solutions to Fokker-Planck-Kolmogorov equations with drifts in \(L^1\)
• Regularity of solutions to Kolmogorov equations with perturbed drifts
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
• Estimates for solutions to Fokker-Planck-Kolmogorov equations with integrable drifts
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• On Sobolev classes containing solutions to Fokker-Planck-Kolmogorov equations
• Vladimir Igorevich Bogachev

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