On Convergence to Stationary Distributions for Solutions of Nonlinear Fokker–Planck–Kolmogorov Equations

On Convergence to Stationary Distributions for Solutions of Nonlinear Fokker–Planck–Kolmogorov Equations

We obtain conditions under which solutions to a nonlinear Fokker–Planck–Kolmogorov equation with the diffusion matrix depending on the solution converge to the stationary solution.

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2019-10, Vol.242 (1), p.69-84
Hauptverfasser: Bogachev, V. I., Röckner, M., Shaposhnikov, S. V.
Format: Artikel
Sprache:eng
Schlagworte:
Convergence
Mathematics
Mathematics and Statistics
Nonlinear equations
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Beschreibung
Zusammenfassung:We obtain conditions under which solutions to a nonlinear Fokker–Planck–Kolmogorov equation with the diffusion matrix depending on the solution converge to the stationary solution.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-019-04467-8