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This article is cited in 1 scientific paper (total in 1 paper)
Research Papers
The Fokker–Planck–Kolmogorov equation with nonlinear terms of local and types
V. I. Bogachevab, D. I. Salakhova, S. V. Shaposhnikovba a Lomonosov Moscow State University
b HSE University
Abstract:
We study nonlinear Fokker–Planck–Kolmogorov equations and obtain sufficient conditions for existence and uniqueness of a nonnegative solution with a given value of the integral. We show convergence of solutions to the Cauchy problem to a solution of the stationary equation. An important difference from the known results is a very general form of nonlinearity, which enables one to consider simultaneously a local and nonlocal dependence of coefficients on solutions.
Keywords:
Fokker–Planck–Kolmogorov equation, parabolic equation, nonlinear equation.
Received: 12.07.2022
Citation:
V. I. Bogachev, D. I. Salakhov, S. V. Shaposhnikov, “The Fokker–Planck–Kolmogorov equation with nonlinear terms of local and types”, Algebra i Analiz, 35:5 (2023), 11–38
Linking options:
https://www.mathnet.ru/eng/aa1880 https://www.mathnet.ru/eng/aa/v35/i5/p11
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Abstract page: | 196 | Full-text PDF : | 5 | References: | 32 | First page: | 32 |
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