Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4589573 | Journal of Functional Analysis | 2016 | 39 Pages |
Abstract
We estimate the total variation and Kantorovich distances between transition probabilities of two diffusions with different diffusion matrices and drifts via a natural quadratic distance between the drifts and diffusion matrices. Applications to nonlinear Fokker–Planck–Kolmogorov equations, optimal control and mean field games are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
V.I. Bogachev, M. Röckner, S.V. Shaposhnikov,