Variational approximation for Fokker-Planck equation on Riemannian manifold

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Abstract

Under the bounded geometry assumption on Riemannian manifold M, a variational approximation for Fokker-Planck equation on M is constructed by the scheme of Jordan et al. in SIAM J Math Anal 29(1):1-17, 1998. Moreover, the uniqueness and global L p -estimate of the solution for 1 < p

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APA

Zhang, X. (2007). Variational approximation for Fokker-Planck equation on Riemannian manifold. Probability Theory and Related Fields, 137(3–4), 519–539. https://doi.org/10.1007/s00440-006-0001-x

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