Distances between transition probabilities of diffusions and applications to nonlinear Fokker–Planck–Kolmogorov equations
Distances between transition probabilities of diffusions and applications to nonlinear Fokker–Planck–Kolmogorov equations
复制标题
扩散转移概率之间的距离以及非线性 Fokker-Planck-Kolmogorov 方程的应用
DOI：
10.1016/j.jfa.2016.05.016
复制
发表时间：
2016
影响因子：
1.7
通讯作者：
S. V. Shaposhnikov
中科院分区：
文献类型：
--
作者：
V. Bogachev;M. Röckner;S. V. Shaposhnikov
我们估计的总变差和Kantorovich距离的转移概率的两个扩散不同的扩散矩阵和漂移通过一个自然的平方距离漂移和扩散矩阵。应用到非线性Fokker-Planck-Kolmogorov方程，最优控制和平均场游戏。
We estimate the total variation and Kantorovich distances between transition probabilities of two diffusions with different diffusion matrices and drifts via a natural quadratic distance between the drifts and diffusion matrices. Applications to nonlinear Fokker–Planck–Kolmogorov equations, optimal control and mean field games are given.