Convergence to Periodic Probability Solutions in Fokker--Planck Equations

Autor:	Zhongwei Shen, Weiwei Qi, Min Ji, Yingfei Yi
Rok vydání:	2021
Předmět:	010101 applied mathematics Computational Mathematics Stochastic differential equation Applied Mathematics Convergence (routing) Mathematical analysis Fokker–Planck equation Uniqueness 0101 mathematics 01 natural sciences Analysis Mathematics
Zdroj:	SIAM Journal on Mathematical Analysis. 53:1958-1992
ISSN:	1095-7154 0036-1410
Popis:	The present paper is devoted to the study of convergence of solutions of a Fokker--Planck equation (FPE) associated to a periodic stochastic differential equation with less regular coefficients und...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c3da53bf7091a8a4bea4e7013db580fd https://doi.org/10.1137/20m1319127 Zobrazit plný text záznamu