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Matematicheskie Zametki, 2014, Volume 96, Issue 5, paper published in the English version journal (Mi mzm11677)  
This article is cited in 13 scientific papers (total in 13 papers)

Papers published in the English version of the journal

The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker–Planck–Kolmogorov equations

V. I. Bogachevab, A. I. Kirillovc, S. V. Shaposhnikovba

a Department of Mechanics and Mathematics, Moscow State University, Moscow, Russia
b St.-Tikhon's University, Moscow, Russia
c Russian Foundation for Basic Research, Moscow, Russia
Citations (13)
Abstract: We obtain upper bounds for the total variation distance and the quadratic Kantorovich distance between stationary distributions of two diffusion processes with different drifts. More generally, our estimate holds for solutions to stationary Kolmogorov equations in the class of probability measures. This estimate is applied to nonlinear stationary Fokker–Planck–Kolmogorov equations for probability measures.
Keywords: Kantorovich distance, Fokker–Planck–Kolmogorov equation, invariant measure of diffusion.
English version:
Mathematical Notes, 2014, Volume 96, Issue 5, Pages 855–863
DOI: https://doi.org/10.1134/S0001434614110224
Bibliographic databases:
Document Type: Article
MSC: Primary 35R60; Secondary 35B35, 35Q84
Language: English
Citation: V. I. Bogachev, A. I. Kirillov, S. V. Shaposhnikov, “The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker–Planck–Kolmogorov equations”, Math. Notes, 96:5 (2014), 855–863
Citation in format AMSBIB
\Bibitem{BogKirSha14}
\by V.~I.~Bogachev, A.~I.~Kirillov, S.~V.~Shaposhnikov
\paper The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker--Planck--Kolmogorov equations
\jour Math. Notes
\yr 2014
\vol 96
\issue 5
\pages 855--863
\mathnet{http://mi.mathnet.ru/mzm11677}
\crossref{https://doi.org/10.1134/S0001434614110224}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3343646}
\zmath{https://zbmath.org/?q=an:1315.35221}
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    • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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