Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations
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Publication:4641650
DOI10.1137/S0040585X97T988460zbMath1388.60139OpenAlexW2803432928WikidataQ129735455 ScholiaQ129735455MaRDI QIDQ4641650
Stanislav V. Shaposhnikov, A. I. Kirillov, Vladimir I. Bogachev
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
Prohorov metrictotal variation distanceKantorovich metricnonlinear Fokker-Planck-Kolmogorov equationstationary Fokker-Planck-Kolmogorov equation
Related Items (6)
Exploratory HJB Equations and Their Convergence ⋮ The Poisson equation and estimates for distances between stationary distributions of diffusions ⋮ Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes ⋮ 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
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