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

TL;DR
This paper derives estimates for Kantorovich functionals between solutions of Fokker-Planck-Kolmogorov equations with varying drifts, aiding in understanding their well-posedness and stability.
Contribution
It provides new bounds for Kantorovich functionals between solutions with different drifts, extending the analysis of Fokker-Planck-Kolmogorov equations.
Findings
Estimates for Kantorovich functionals between solutions with different drifts
Applications to well-posedness of nonlinear equations
Analysis of solutions with same diffusion but varying drifts
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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Taxonomy
TopicsStochastic processes and financial applications · advanced mathematical theories · Gas Dynamics and Kinetic Theory
