Fokker-Planck-Kolmogorov equations

DOI10.1090/SURV/207zbMATH Open1342.35002OpenAlexW2278678287MaRDI QIDQ3463653FDOQ3463653

Authors: Vladimir I. Bogachev, S. V. Shaposhnikov, N. V. Krylov, Michael Röckner

Publication date: 19 January 2016

Published in: Mathematical Surveys and Monographs (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/surv/207

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Cited In (only showing first 100 items - show all)

Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
The LAN property for McKean-Vlasov models in a mean-field regime
Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
Quantitative concentration of stationary measures
Deterministic mean field games with control on the acceleration
Evolution of states of an infinite particle system with nonlocal branching
Logarithmic gradient transformation and chaos expansion of Itô processes
Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
Correctness conditions for high-order differential equations with unbounded coefficients
Maximal regularity result for a singular differential equation in the space of summable functions
Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
Markov processes and magneto-hydrodynamics equations
Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness
On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
Exponential ergodicity for singular reflecting McKean-Vlasov SDEs
Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs
Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations
Superposition principle for non-local Fokker-Planck-Kolmogorov operators
On the superposition principle for Fokker-Planck-Kolmogorov equations
Variational approach to coarse-graining of generalized gradient flows
A combinatorial representation for the invariant measure of diffusion processes on metric graphs
\(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes
A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces
Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients
Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
On the long time convergence of potential MFG
Non-uniform Kozlov–Treschev averagings in the ergodic theorem
Weak KAM theory for potential MFG
Mean-Field Limit for a Class of Stochastic Ergodic Control Problems
Non coercive unbounded first order mean field games: the Heisenberg example
Singular density dependent stochastic differential equations
Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions
Non-coercive first order mean field games
Periodic solution of stochastic process in the distributional sense
A quenched local limit theorem for stochastic flows
Schauder theorems for a class of (pseudo‐)differential operators on finite‐ and infinite‐dimensional state spaces
Global well-posedness of strong solutions of Doi model with large viscous stress
Nonparametric estimation for interacting particle systems: McKean-Vlasov models
Stationary fully nonlinear mean-field games
Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity
MAXIMAL REGULARITY ESTIMATES FOR HIGHER ORDER DIFFERENTIAL EQUATIONS WITH FLUCTUATING COEFFICIENTS
The Lottery Model for Ecological Competition in NonStationary Environments
Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients
A Fokker-Planck approach to the study of robustness in gene expression
An interplay between attraction and repulsion in infinite populations
A stationary Fokker-Planck-Kolmogorov equation with a potential
Integrability and continuity of solutions to double divergence form equations
Spectral Methods for Multiscale Stochastic Differential Equations
Differential properties of semigroups and estimates of distances between stationary distributions of diffusions
Fokker-Planck equation on metric graphs
Nonlocal balance equations with parameters in the space of signed measures
Rates of convergence for the policy iteration method for mean field games systems
Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
Markov uniqueness and Fokker-Planck-Kolmogorov equations
On correctors for linear elliptic homogenization in the presence of local defects: the case of advection-diffusion
Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations
A Markov process for an infinite interacting particle system in the continuum
Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients
Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
Two methods of integration of the Kolmogorov-Fokker-Planck equations
Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations
Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
Time-dependent focusing mean-field games: the sub-critical case
On the Generalized Langevin Equation for Simulated Annealing
Copulas from the Fokker-Planck equation
Parametric Fokker-Planck equation
Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations
Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains
Mean field limits for interacting diffusions in a two-scale potential
A unified view of transport equations
Kolmogorov Equations Associated to the Stochastic Two Dimensional Euler Equations
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Quantitative stability estimates for Fokker-Planck equations
Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions
Existence of periodic probability solutions to Fokker-Planck equations with applications
Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus
Regularity of solutions to Kolmogorov equations with perturbed drifts
On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG
Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging
On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
Optimal control of conditioned processes with feedback controls
Nonlinear Fokker–Planck Equations with Time-Dependent Coefficients
Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations
The Poisson equation and estimates for distances between stationary distributions of diffusions
Towards mesoscopic ergodic theory
Convergence of the kinetic annealing for general potentials
Estimates for solutions to Fokker-Planck-Kolmogorov equations with integrable drifts
The Boltzmann-Fokker-Planck equation
Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation
On Sobolev classes containing solutions to Fokker-Planck-Kolmogorov equations
Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component

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