The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
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Publication:2343927
DOI10.1134/S0001434614110224zbMath1315.35221MaRDI QIDQ2343927
A. I. Kirillov, Stanislav V. Shaposhnikov, Vladimir I. Bogachev
Publication date: 11 May 2015
Published in: Mathematical Notes (Search for Journal in Brave)
Related Items
Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations, Information upper bound for McKean–Vlasov stochastic differential equations, Exploratory HJB Equations and Their Convergence, Singular perturbations in stochastic optimal control with unbounded data, The Poisson equation and estimates for distances between stationary distributions of diffusions, Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations, Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures, Sticky couplings of multidimensional diffusions with different drifts, Differential properties of semigroups and estimates of distances between stationary distributions of diffusions, Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
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