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Estimates for the distances between solutions to Kolmogorov equations with diffusion matrices of low regularity
Vladimir I. Bogachev, Stanislav V. Shaposhnikov
We obtain estimates for the weighted -norm of the difference of two probability solutions to Kolmogorov equations in terms of the difference of the diffusion matrices and the…
math.AP2025
Infinite-dimensional nonlinear stationary Fokker-Planck-Kolmogorov equations
Vladimir I. Bogachev, Michael Röckner, Stanislav V. Shaposhnikov
We prove existence of a probability solution to the nonlinear stationary Fokker-Planck-Kolmogorov equation on an infinite dimensional space with a centered Gaussian measure wit…