Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
Bogachev VI, Röckner M, Shaposhnikov SV (2016)
Journal of Functional Analysis 271(5): 1262-1300.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Bogachev, Vladimir I.;
Röckner, MichaelUniBi;
Shaposhnikov, Stanislav V.
Einrichtung
Abstract / Bemerkung
We estimate the total variation and Kantorovich distances between transition probabilities of two diffusions with different diffusion matrices and drifts via a natural quadratic distance between the drifts and diffusion matrices. Applications to non-linear Fokker-Planck-Kolmogorov equations, optimal control and mean field games are given. (C) 2016 Elsevier Inc. All rights reserved.
Stichworte
Fokker-Planck-Kolmogorov equation;
Total variation distance;
Kantorovich;
distance;
Mean field games
Erscheinungsjahr
2016
Zeitschriftentitel
Journal of Functional Analysis
Band
271
Ausgabe
5
Seite(n)
1262-1300
ISSN
0022-1236
eISSN
1096-0783
Page URI
https://pub.uni-bielefeld.de/record/2905502
Zitieren
Bogachev VI, Röckner M, Shaposhnikov SV. Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations. Journal of Functional Analysis. 2016;271(5):1262-1300.
Bogachev, V. I., Röckner, M., & Shaposhnikov, S. V. (2016). Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations. Journal of Functional Analysis, 271(5), 1262-1300. doi:10.1016/j.jfa.2016.05.016
Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. 2016. “Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations”. Journal of Functional Analysis 271 (5): 1262-1300.
Bogachev, V. I., Röckner, M., and Shaposhnikov, S. V. (2016). Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations. Journal of Functional Analysis 271, 1262-1300.
Bogachev, V.I., Röckner, M., & Shaposhnikov, S.V., 2016. Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations. Journal of Functional Analysis, 271(5), p 1262-1300.
V.I. Bogachev, M. Röckner, and S.V. Shaposhnikov, “Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations”, Journal of Functional Analysis, vol. 271, 2016, pp. 1262-1300.
Bogachev, V.I., Röckner, M., Shaposhnikov, S.V.: Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations. Journal of Functional Analysis. 271, 1262-1300 (2016).
Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. “Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations”. Journal of Functional Analysis 271.5 (2016): 1262-1300.
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