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Theory of Stochastic Processes, 2018, Volume 23(39), Issue 2, Pages 41–54 (Mi thsp293)  

This article is cited in 1 scientific paper (total in 1 paper)

Estimates of distances between solutions of Fokker–Planck–Kolmogorov equations with partially degenerate diffusion matrices

Oxana A. Manitaa, Maxim S. Romanova, Stanislav V. Shaposhnikovba

a Department of Mechanics and Mathematics, Moscow State University, Moscow, Russia
b National Research University "Higher School of Economics", Moscow
Full-text PDF (285 kB) Citations (1)
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Abstract: Using a metric which interpolates between the Kantorovich metric and the total variation norm we estimate the distance between solutions to Fokker–Planck–Kolmogorov equations with degenerate diffusion matrices. Some relations between the degeneracy of the diffusion matrix and the regularity of the drift coefficient are analysed. Applications to nonlinear Fokker–Planck–Kolmogorov equations are given.
Keywords: Fokker–Planck–Kolmogorov equation, Degenerate diffusion matrix.
Document Type: Article
MSC: 35K10, 35K55, 60J60
Language: English
Citation: Oxana A. Manita, Maxim S. Romanov, Stanislav V. Shaposhnikov, “Estimates of distances between solutions of Fokker–Planck–Kolmogorov equations with partially degenerate diffusion matrices”, Theory Stoch. Process., 23(39):2 (2018), 41–54
Citation in format AMSBIB
\Bibitem{ManRomSha18}
\by Oxana~A.~Manita, Maxim~S.~Romanov, Stanislav~V.~Shaposhnikov
\paper Estimates of distances between solutions of Fokker--Planck--Kolmogorov equations with partially degenerate diffusion matrices
\jour Theory Stoch. Process.
\yr 2018
\vol 23(39)
\issue 2
\pages 41--54
\mathnet{http://mi.mathnet.ru/thsp293}
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