The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
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Publication:2343927
DOI10.1134/S0001434614110224zbMath1315.35221MaRDI QIDQ2343927
A. I. Kirillov, Stanislav V. Shaposhnikov, Vladimir I. Bogachev
Publication date: 11 May 2015
Published in: Mathematical Notes (Search for Journal in Brave)
Related Items (10)
Exploratory HJB Equations and Their Convergence ⋮ Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ The Poisson equation and estimates for distances between stationary distributions of diffusions ⋮ Singular perturbations in stochastic optimal control with unbounded data ⋮ Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations ⋮ Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures ⋮ Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations ⋮ Sticky couplings of multidimensional diffusions with different drifts ⋮ Differential properties of semigroups and estimates of distances between stationary distributions of diffusions ⋮ Information upper bound for McKean–Vlasov stochastic differential equations
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