Differentiability of solutions of stationary Fokker–Planck–Kolmogorov equations with respect to a parameter

Bogachev, VI
Shaposhnikov, SV
Veretennikov, A

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Publication date

July 2016

DOI

10.3934/dcds.2016.36.3519

Publisher

American Institute of Mathematical Sciences (AIMS)

ISSN

1078-0947

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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

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Differentiability of solutions of stationary Fokker–Planck–Kolmogorov equations with respect to a parameter

Abstract

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Differentiability of solutions of stationary Fokker–Planck–Kolmogorov equations with respect to a parameter

Abstract

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