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Математические заметки, 2014, том 96, выпуск 5, статья опубликована в англоязычной версии журнала
(Mi mzm11677)
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Эта публикация цитируется в 13 научных статьях (всего в 13 статьях)
Статьи, опубликованные в английской версии журнала
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
Аннотация:
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.
Ключевые слова:
Kantorovich distance, Fokker–Planck–Kolmogorov equation, invariant measure of diffusion.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/mzm11677
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