Existence and stability for Fokker-Planck equations with log-concave reference measure

DOI10.1007/s00440-008-0177-3zbMath1235.60105arXiv0704.2458OpenAlexW2010479234MaRDI QIDQ842388

Luigi Ambrosio, Lorenzo Zambotti, Giuseppe Savaré

Publication date: 25 September 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.2458

zbMATH Keywords

Fokker-Planck equation stochastic differential equations Wasserstein distance relative entropy functional

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational problems in a geometric measure-theoretic setting (49Q20) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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