Quantitative stability estimates for Fokker-Planck equations
文献类型:期刊论文
作者 | Li, Huaiqian1; Luo, Dejun2,3![]() |
刊名 | JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES
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出版日期 | 2019-02-01 |
卷号 | 122页码:125-163 |
关键词 | Fokker-Planck equation Stability estimate Kantorovich-Rubinstein distance Superposition principle |
ISSN号 | 0021-7824 |
DOI | 10.1016/j.matpur.2018.08.003 |
英文摘要 | 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. |
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 |
语种 | 英语 |
WOS记录号 | WOS:000457513700005 |
出版者 | ELSEVIER SCIENCE BV |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/32465] ![]() |
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. |
入库方式: OAI收割
来源:数学与系统科学研究院
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