Differentiability of solutions of stationary Fokker–Planck–Kolmogorov equations with respect to a parameter
Bogachev, VI, Shaposhnikov, SV and Veretennikov, A
(2016)
Differentiability of solutions of stationary Fokker–Planck–Kolmogorov equations with respect to a parameter.
Discrete and Continuous Dynamical Systems Series A, 36 (7).
pp. 3519-3543.
ISSN 1078-0947
Abstract
We obtain sufficient conditions for the differentiability of solutions to stationary Fokker-Planck-Kolmogorov equations with respect to a parameter. In particular, this gives conditions for the differentiability of stationary distributions of diffusion processes with respect to a parameter.
Metadata
Authors/Creators:
Bogachev, VI
Shaposhnikov, SV
Veretennikov, A
Copyright, Publisher and Additional Information:
This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Discrete and Continuous Dynamical Systems - Series B following peer review. The definitive publisher-authenticated version Bogachev, VI, Shaposhnikov, SV and Veretennikov, A (2016) Differentiability of solutions of stationary Fokker–Planck–Kolmogorov equations with respect to a parameter. Discrete and Continuous Dynamical Systems - Series B (DCDS-B), 36 (7). pp. 3519-3543, is available online at: http://dx.doi.org/10.3934/dcds.2016.36.3519
Keywords:
Stationary Fokker-Planck-Kolmogorov equation; Differentiability with respect to a parameter.
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