INTEGRAL IDENTITY AND MEASURE ESTIMATES FOR STATIONARY FOKKER-PLANCK EQUATIONS | |
Huang, Wen1; Ji, Min2,3; Liu, Zhenxin4; Yi, Yingfei4,5 | |
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. |
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