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
- Title not available (Why is that?)
- 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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