Quantitative stability estimates for Fokker-Planck equations

doi:10.1016/j.matpur.2018.08.003

CSpace > 应用数学研究所

	Quantitative stability estimates for Fokker-Planck equations
	Li, Huaiqian 1; Luo, Dejun2,3
	2019-02-01
发表期刊	JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES
ISSN	0021-7824
卷号	122 页码:125-163
摘要	We derive quantitative stability estimates for solutions of Fokker-Planck equations with irregular coefficients. We are mainly concerned with two different situations: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift coefficient satisfies only the Ladyzhenskaya- Prodi-Serrin condition. Our method is based on Trevisan's superposition principle, which represents the solution to the Fokker-Planck equation as the marginal distribution of the martingale solution of the associated stochastic differential equation. (C) 2018 Elsevier Masson SAS. All rights reserved.
关键词	Fokker-Planck equation Stability estimate Kantorovich-Rubinstein distance Superposition principle
DOI	10.1016/j.matpur.2018.08.003
语种	英语
资助项目	National Natural Science Foundation of China[11571347] ; National Natural Science Foundation of China[11688101] ; National Natural Science Foundation of China[11401403] ; Youth Innovation Promotion Association, CAS[2017003] ; Special Talent Program of the Academy of Mathematics and Systems Science, CAS
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000457513700005
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/32466
专题	应用数学研究所
通讯作者	Luo, Dejun
作者单位	1.Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Random Complex Struct & Data Sci, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
推荐引用方式 GB/T 7714	Li, Huaiqian,Luo, Dejun. Quantitative stability estimates for Fokker-Planck equations[J]. JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES,2019,122:125-163.
APA	Li, Huaiqian,&Luo, Dejun.(2019).Quantitative stability estimates for Fokker-Planck equations.JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES,122,125-163.
MLA	Li, Huaiqian,et al."Quantitative stability estimates for Fokker-Planck equations".JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES 122(2019):125-163.