中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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
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
DOI10.1016/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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