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

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs with measure (35R06) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)

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Cited in

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• Regularity of solutions to Kolmogorov equations with perturbed drifts
• Fokker-Planck equation on metric graphs
• Fokker-Planck equation for a metastable time dependent potential
• Fokker-Planck-Kolmogorov equations with a partially degenerate diffusion matrix
• Estimates for solutions to Fokker-Planck-Kolmogorov equations with integrable drifts
• Uniqueness for a class of stochastic Fokker-Planck and porous media equations
• Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini's condition
• Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
• Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
• The Fokker-Planck-Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix
• McKean-Vlasov SDEs under measure dependent Lyapunov conditions
• Nonlocal balance equations with parameters in the space of signed measures
• Optimal control of conditioned processes with feedback controls
• Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces
• Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations
• Ornstein–Uhlenbeck operators and semigroups
• The Poisson equation and estimates for distances between stationary distributions of diffusions
• Convergence to periodic probability solutions in Fokker-Planck equations
• On Sobolev classes containing solutions to Fokker-Planck-Kolmogorov equations
• Time-dependent focusing mean-field games: the sub-critical case
• On the fundamental solution of the Fokker-Planck-Kolmogorov equation
• On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
• Rates of convergence for the policy iteration method for mean field games systems
• A mild Itô formula for SPDEs
• On the variational formulation of some stationary second-order mean field games systems
• Kolmogorov operators and SPDEs
• Kolmogorov Equations Associated to the Stochastic Two Dimensional Euler Equations
• Geometric regularity for elliptic equations in double-divergence form
• Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
• From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
• Functional Integration and Partial Differential Equations. (AM-109)
• The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation
• Systems of nonlinear backward and forward Kolmogorov equations: generalized solutions
• Towards mesoscopic ergodic theory
• scientific article; zbMATH DE number 1050538 (Why is no real title available?)
• A Fokker-Planck control framework for stochastic systems
• On the Generalized Langevin Equation for Simulated Annealing
• Nonlinear Fokker–Planck Equations with Time-Dependent Coefficients
• Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations
• Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
• Existence of periodic probability solutions to Fokker-Planck equations with applications
• Quantitative stability estimates for Fokker-Planck equations
• Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
• Fokker-Planck equation in bounded domain
• A stationary Fokker-Planck-Kolmogorov equation with a potential
• On nonuniqueness of probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation
• On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games
• Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus
• Convergence of the kinetic annealing for general potentials
• Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
• Convergence to equilibrium in Fokker-Planck equations
• Linearization of nonlinear Fokker-Planck equations and applications
• On the existence and uniqueness of solutions to time-dependent fractional MFG
• The Boltzmann-Fokker-Planck equation
• Mean field limits for interacting diffusions in a two-scale potential
• On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
• The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
• Two methods of integration of the Kolmogorov-Fokker-Planck equations
• Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
• Connection between the Fokker-Planck-Kolmogorov and nonlinear Langevin 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
• Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains
• The adaptive biasing force algorithm with non-conservative forces and related topics
• A unified view of transport equations
• scientific article; zbMATH DE number 1375552 (Why is no real title available?)
• scientific article; zbMATH DE number 652291 (Why is no real title available?)
• Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
• Integrability and continuity of solutions to double divergence form equations
• Markov uniqueness and Fokker-Planck-Kolmogorov equations
• Integrability and continuity of densities of stationary distributions of diffusions
• Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
• Spectral Methods for Multiscale Stochastic Differential Equations
• On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
• Solutions for nonlinear Fokker-Planck equations with measures as initial data and Mckean-Vlasov equations
• On correctors for linear elliptic homogenization in the presence of local defects
• Fokker-Planck equations in Hilbert spaces
• Stationary Fokker-Planck-Kolmogorov equations
• On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation
• Copulas from the Fokker-Planck equation
• Differential properties of semigroups and estimates of distances between stationary distributions of diffusions
• Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging
• Parametric Fokker-Planck equation
• Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations
• Deterministic mean field games with control on the acceleration
• Mean-field limit for a class of stochastic ergodic control problems
• Weak KAM theory for potential MFG
• Non coercive unbounded first order mean field games: the Heisenberg example
• Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations
• Non-coercive first order mean field games
• On correctors for linear elliptic homogenization in the presence of local defects: the case of advection-diffusion
• Superposition principle for non-local Fokker-Planck-Kolmogorov operators
• Discreteness and estimates of spectrum of a first order difference operator
• Evolution of states of an infinite particle system with nonlocal branching
• Singular density dependent stochastic differential equations
• The lottery model for ecological competition in nonstationary environments
• \(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes
• Global well-posedness of strong solutions of Doi model with large viscous stress
• A combinatorial representation for the invariant measure of diffusion processes on metric graphs
• Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation

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