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Fokker–Planck–Kolmogorov equations with a partially degenerate diffusion matrix

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Abstract

The Fokker–Planck–Kolmogorov equations with a degenerate or partially degenerate diffusion matrix are considered. The distance between probability solutions of these equations with different drift coefficients and different initial conditions is estimated. Sufficient conditions for the existence and uniqueness of probability solutions to nonlinear Fokker–Planck–Kolmogorov equations with a partially degenerate diffusion matrix are established.

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Authors and Affiliations

  1. Department of Mechanics and Mathematics, Moscow State University, Moscow, Russia

    O. A. Manita, M. S. Romanov & S. V. Shaposhnikov

  2. National Research University Higher School of Economics, Moscow, Russia

    S. V. Shaposhnikov

Authors
  1. O. A. Manita
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  2. M. S. Romanov
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  3. S. V. Shaposhnikov
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Corresponding author

Correspondence to S. V. Shaposhnikov.

Additional information

Published in Russian in Doklady Akademii Nauk, 2017, Vol. 475, No. 6, pp. 609–613.

The article was translated by the authors.

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Manita, O.A., Romanov, M.S. & Shaposhnikov, S.V. Fokker–Planck–Kolmogorov equations with a partially degenerate diffusion matrix. Dokl. Math. 96, 384–388 (2017). https://doi.org/10.1134/S1064562417040299

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  • DOI: https://doi.org/10.1134/S1064562417040299

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