Differentiability of invariant measures of diffusions with respect to a parameter

DOI10.1134/S106456241501024XzbMath1325.35226MaRDI QIDQ2353067

Alexander Yu. Veretennikov, Stanislav V. Shaposhnikov, Vladimir I. Bogachev

Publication date: 7 July 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck-Kolmogorov equation

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84)

Related Items (4)

Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Estimates of distances between transition probabilities of diffusions ⋮ On multi-step MLE-process for Markov sequences ⋮ On the (non)stationary density of fractional-driven stochastic differential equations

Cites Work

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• On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
• On the Poisson equation and diffusion approximation. I
• On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• 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

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