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Algebra i Analiz, 2023 Volume 35, Issue 5, Pages 11–38 (Mi aa1880)

This article is cited in 1 paper

Research Papers

The Fokker–Planck–Kolmogorov equation with nonlinear terms of local and types

V. I. Bogachevab, D. I. Salakhova, S. V. Shaposhnikovba

a Lomonosov Moscow State University
b HSE University

Abstract: We study nonlinear Fokker–Planck–Kolmogorov equations and obtain sufficient conditions for existence and uniqueness of a nonnegative solution with a given value of the integral. We show convergence of solutions to the Cauchy problem to a solution of the stationary equation. An important difference from the known results is a very general form of nonlinearity, which enables one to consider simultaneously a local and nonlocal dependence of coefficients on solutions.

Keywords: Fokker–Planck–Kolmogorov equation, parabolic equation, nonlinear equation.

Received: 12.07.2022


 English version:
St. Petersburg Mathematical Journal, 2024, 35:5, 749–767


© Steklov Math. Inst. of RAS, 2025