Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations

DOI10.1137/S0040585X97T988460MaRDI QIDQ4641650zbMATH OpenOpenAlexWikidataFDO

Authors Vladimir I. Bogachev, A. I. Kirillov, S. V. Shaposhnikov

Publication date 18 May 2018

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t988460

zbMATH Keywords

Kantorovich metricnonlinear Fokker-Planck-Kolmogorov equationProhorov metricstationary Fokker-Planck-Kolmogorov equationtotal variation distance

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Diffusion processes (60J60)

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Cited in

(14)

• The Poisson equation and estimates for distances between stationary distributions of diffusions
• Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations
• Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
• On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
• Differential properties of semigroups and estimates of distances between stationary distributions of diffusions
• The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
• On the solvability of stationary Fokker-Planck equations close to the Laplace equation
• Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
• Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
• Exploratory HJB equations and their convergence
• Estimates of distances between solutions of Fokker-Planck-Kolmogorov equations with partially degenerate diffusion matrices
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
• Nonlinear Fokker-Planck-Kolmogorov equations
• Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques

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