<p>We study the asymptotic behaviour at infinity of solutions to the Cauchy problem for the Fokker–Planck–Kolmogorov equation. Our main result is an estimate for the difference of two solutions with different initial conditions in the weighted total variation norm in the case when the coefficients depend on time.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Asymptotic behaviour of solutions to Fokker–Planck–Kolmogorov equations

  • Vladimir I. Bogachev,
  • Tikhon I. Krasovitskii,
  • Michael Röckner,
  • Stanislav V. Shaposhnikov

摘要

We study the asymptotic behaviour at infinity of solutions to the Cauchy problem for the Fokker–Planck–Kolmogorov equation. Our main result is an estimate for the difference of two solutions with different initial conditions in the weighted total variation norm in the case when the coefficients depend on time.