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Статья

Distances between transition probabilities of diffusions and applications to nonlinear Fokker–Planck–Kolmogorov equations

Journal of Functional Analysis. 2016. Vol. 271. P. 1262-1300.

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.