相关论文: Estimates for the distances between solutions to K…

We consider Fokker--Planck--Kolmogorov equations with unbounded coefficients and obtain upper estimates of solutions. We also obtain new estimates involving Lyapunov functions.

We obtain estimates for the Kantorovich functionals between solutions to different Fokker -- Planck -- Kolmogorov equations for measures with same diffusion part but different drifts and different initial conditions. We show possible…

We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1…

This paper is Part II of a two-part series on coexistence states study in stochastic generalized Kolmogorov systems under small diffusion. Part I provided a complete characterization for approximating invariant probability measures and…

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

Under correlation-type conditions, we derive an upper bound of order $(\log n)/n$ for the average Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. The result is based on improved…

We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equations of the Gaussian or confluent type. The construction…

It is shown that the Kolmogorov distance between the spectral distribution function of a random covariance matrix $\frac1p XX^T$, where $X$ is a $n\times p$ matrix with independent entries and the distribution function of the…

We study qualitative properties of solutions to double divergence form elliptic equations (or stationary Kolmogorov equations) on~$\mathbb{R}^d$. It is shown that the Harnack inequality holds for nonnegative solutions if the diffusion…

We give an estimate for the Kolmogorov distance between an infinitely divisible distribution (with mean zero and variance one) and the standard Gaussian distribution in terms of the difference between the fourth moment and 3. In a similar…

In the paper, the Kolmogorov distance is used to study the Smoluchowski-Kramers approximation for diffusions with jumps. The convergence rate is derived by Malliavin calculus.

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

In this contribution, we derive explicit bounds on the Kolmogorov distance for multivariate max-stable distributions with Fr\'echet margins. We formulate those bounds in terms of (i) Wasserstein distances between de Haan representers, (ii)…

Jacobi diffusion is a representative diffusion process whose solution is bounded in a domain under certain drift and diffusion coefficient conditions. However, the process without such conditions has not been thoroughly investigated. We…

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

We establish general upper bounds on the Kolmogorov distance between two probability distributions in terms of the distance between these distributions as measured with respect to the Wasserstein or smooth Wasserstein metrics. These bounds…

Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bismut-Elworthy-Li type formulae can be obtained under the…

We consider a one-dimensional Stochastic Differential Equation with reflection where we allow the drift to be merely bounded and measurable. It is already known that such equations have a unique strong solution. Recently, it has been shown…

We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…

We prove the local boundedness of the solutions to degenerate second order partial differential equations of Kolmogorov type with measurable coefficients in divergence form, under minimal integrability assumption on the lower order…