Moscow State University of Civil Engineering

Infinite-dimensional nonlinear stationary Fokker–Planck–Kolmogorov equations

Abstract We prove existence of a probability solution to the nonlinear stationary Fokker–Planck–Kolmogorov equation on an infinite dimensional space with a centered Gaussian measure γ with a unit diffusion operator and a drift of the form − x + v ( p , x ), where v is a bounded m...