INTEGRAL IDENTITY AND MEASURE ESTIMATES FOR STATIONARY FOKKER-PLANCK EQUATIONS

doi:10.1214/14-AOP917

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	INTEGRAL IDENTITY AND MEASURE ESTIMATES FOR STATIONARY FOKKER-PLANCK EQUATIONS
	Huang, Wen 1; Ji, Min2,3 ; Liu, Zhenxin 4; Yi, Yingfei 4,5
	2015-07-01
发表期刊	ANNALS OF PROBABILITY
ISSN	0091-1798
卷号	43 期号:4 页码:1712-1730
摘要	We consider a Fokker-Planck equation in a general domain in R-n with L-loc(p) drift term and W-loc(1,p) diffusion term for any p > n. By deriving an integral identity, we give several measure estimates of regular stationary measures in an exterior domain with respect to diffusion and Lyapunov-like or anti-Lyapunov-like functions. These estimates will be useful to problems such as the existence and nonexistence of stationary measures in a general domain as well as the concentration and limit behaviors of stationary measures as diffusion vanishes.
关键词	Fokker-Planck equation stationary measures measure estimates integral identity level set method
DOI	10.1214/14-AOP917
语种	英语
资助项目	NSFC[11225105] ; NSFC[11271151] ; Fok Ying Tung Education Foundation ; Fundamental Research Funds for the Central Universities[WK0010000014] ; NSFC Innovation Grant[10421101] ; SRF for ROCS, SEM ; Chunmiao fund ; 985 program from Jilin University ; NSF[DMS-07-08331] ; NSF[DMS-11-09201] ; Jilin University
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000356560100005
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20126
专题	数学所
通讯作者	Huang, Wen
作者单位	1.Univ Sci & Technol China, Wu Wen Tsun Key Lab Math, Hefei 230026, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Chinese Acad Sci, Hua Loo Keng Key Lab Math, Beijing 100080, Peoples R China 4.Jilin Univ, Sch Math, Changchun 130012, Peoples R China 5.Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
推荐引用方式 GB/T 7714	Huang, Wen,Ji, Min,Liu, Zhenxin,et al. INTEGRAL IDENTITY AND MEASURE ESTIMATES FOR STATIONARY FOKKER-PLANCK EQUATIONS[J]. ANNALS OF PROBABILITY,2015,43(4):1712-1730.
APA	Huang, Wen,Ji, Min,Liu, Zhenxin,&Yi, Yingfei.(2015).INTEGRAL IDENTITY AND MEASURE ESTIMATES FOR STATIONARY FOKKER-PLANCK EQUATIONS.ANNALS OF PROBABILITY,43(4),1712-1730.
MLA	Huang, Wen,et al."INTEGRAL IDENTITY AND MEASURE ESTIMATES FOR STATIONARY FOKKER-PLANCK EQUATIONS".ANNALS OF PROBABILITY 43.4(2015):1712-1730.