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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2018, том 23(39), выпуск 2, страницы 41–54 (Mi thsp293)

Эта публикация цитируется 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.

MSC: 35K10, 35K55, 60J60

Язык публикации: английский



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