Estimates for Kantorovich functionals between solutions to Fokker -- Planck -- Kolmogorov equations with dissipative drifts

2015/07/14 by Oxana A. Manita, Oxana Manita, Manita, Oxana
Economics, Econometrics and Finance · Mathematics · #35K91 #35Q84 #Analysis of PDEs (math.AP) #FOS: Mathematics #Functional Analysis (math.FA) #Gas Dynamics and Kinetic Theory #Stochastic processes and financial applications #advanced mathematical theories #math.AP #math.FA #msc:35K91 #msc:35Q84

paper · pdf · doi:10.48550/arxiv.1507.04014

13 pages; revised, extended to a more general case, minor mistaked corrected

openalex publication_date 2015/07/14 · arxiv created 2016/02/18 · arxiv updated 2016/02/19 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

We obtain estimates for the Kantorovich functionals between solutions to different Fokker -- Planck -- Kolmogorov equations for measures with same diffusion part but different drifts and different initial conditions. We show possible applications of such estimates to the study of the well-posedness for nonlinear equations.

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