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Эта публикация цитируется в 1 научной статье (всего в 1 статье)
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
Аннотация:
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.
Ключевые слова:
Fokker–Planck–Kolmogorov equation, Degenerate diffusion matrix.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp293 https://www.mathnet.ru/rus/thsp/v23/i2/p41
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