Geodesic
Estimates of distances between solutions of Fokker--Planck--Kolmogorov equations with partially degenerate diffusion matrices
Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 41-54

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Using a metric which interpolates between the Kantorovich metric and the total variation norm we estimate the distance between solutions to Fokker–Planck–Kolmogorov equations with degenerate diffusion matrices. Some relations between the degeneracy of the diffusion matrix and the regularity of the drift coefficient are analysed. Applications to nonlinear Fokker–Planck–Kolmogorov equations are given.
Keywords: Degenerate diffusion matrix.
Mots-clés : Fokker–Planck–Kolmogorov equation 
@article{THSP_2018_23_2_a4,
     author = {Oxana A. Manita and Maxim S. Romanov and Stanislav V. Shaposhnikov},
     title = {Estimates of distances between solutions of {Fokker--Planck--Kolmogorov} equations with partially degenerate diffusion matrices},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {41--54},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {2018},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a4/}
}
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Oxana A. Manita; Maxim S. Romanov; Stanislav V. Shaposhnikov. Estimates of distances between solutions of Fokker--Planck--Kolmogorov equations with partially degenerate diffusion matrices. Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 41-54. http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a4/