Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations

DOI10.1016/j.jfa.2016.05.016zbMath1345.35051OpenAlexW2465685374MaRDI QIDQ2630796

Stanislav V. Shaposhnikov, Vladimir I. Bogachev, Michael Roeckner

Publication date: 22 July 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2016.05.016

zbMATH Keywords

Fokker-Planck-Kolmogorov equationmean field gamestotal variation distanceentropy estimateKantorovich distance

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15) Fokker-Planck equations (35Q84)

Related Items (29)

Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels ⋮ On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications ⋮ Vladimir Igorevich Bogachev ⋮ The Poisson equation and estimates for distances between stationary distributions of diffusions ⋮ Thermalisation for small random perturbations of dynamical systems ⋮ Fokker-Planck-Kolmogorov equations with a partially degenerate diffusion matrix ⋮ Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics ⋮ Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes ⋮ Sharp uniform-in-time propagation of chaos ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Stability estimates for singular SDEs and applications ⋮ Variational structures beyond gradient flows: a macroscopic fluctuation-theory perspective ⋮ Non-uniform Kozlov–Treschev averagings in the ergodic theorem ⋮ Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging ⋮ Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations ⋮ Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures ⋮ Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows ⋮ A Fokker-Planck control framework for stochastic systems ⋮ Quantitative stability estimates for Fokker-Planck equations ⋮ On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations ⋮ Sticky couplings of multidimensional diffusions with different drifts ⋮ McKean-Vlasov SDEs under measure dependent Lyapunov conditions ⋮ Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions ⋮ On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation ⋮ An inequality connecting entropy distance, Fisher information and large deviations ⋮ Differential properties of semigroups and estimates of distances between stationary distributions of diffusions ⋮ \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions ⋮ Information upper bound for McKean–Vlasov stochastic differential equations ⋮ Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: A stochastic control approach

Cites Work

• Unnamed Item
• Unnamed Item
• Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
• A Fokker-Planck control framework for multidimensional stochastic processes
• Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts
• On the variation distance for probability measures defined on a filtered space
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• Nonlinear evolution and transport equations for measures
• Quantitative concentration inequalities for empirical measures on non-compact spaces
• On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations
• From super Poincaré to weighted log-Sobolev and entropy-cost inequalities
• Phi-entropy inequalities for diffusion semigroups
• Vlasov equations
• Differentiable measures and the Malliavin calculus
• On Poisson equation and diffusion approximation. II.
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• On uniqueness problems related to elliptic equations for measures
• On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures
• On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
• 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 criteria for transportation-cost inequalities
• Mean field games models -- a brief survey
• Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations
• ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Dimensional contraction via Markov transportation distance
• On Uniqueness of a Probability Solution to the Cauchy Problem for the Fokker–Planck–Kolmogorov Equation
• The Fokker–Planck–Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• Transport inequalities, gradient estimates, entropy and Ricci curvature
• Mean Field Games and Applications
• Global Regularity and Bounds for Solutions of Parabolic Equations for Probability Measures
• Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes
• Elliptic and Parabolic Second-Order PDEs with Growing Coefficients
• Elliptic and parabolic equations for measures
• Hellinger integrals of diffusion processes
• Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
• A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence
• On the strong convergence, contiguity and entire separation of diffusion processes
• From Poincaré to Logarithmic Sobolev Inequalities: A Gradient Flow Approach
• The Monge-Kantorovich problem: achievements, connections, and perspectives
• A HERMITE SPECTRAL METHOD FOR A FOKKER-PLANCK OPTIMAL CONTROL PROBLEM IN AN UNBOUNDED DOMAIN
• Mean Field Games and Mean Field Type Control Theory
• Nonlinear parabolic equations for measures
• On Parabolic Equations for Measures
• Eulerian Calculus for the Contraction in the Wasserstein Distance
• Optimal Transport

This page was built for publication: Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations