Fokker–Planck–Kolmogorov equations with a partially degenerate diffusion matrix

Abstract

The Fokker–Planck–Kolmogorov equations with a degenerate or partially degenerate diffusion matrix are considered. The distance between probability solutions of these equations with different drift coefficients and different initial conditions is estimated. Sufficient conditions for the existence and uniqueness of probability solutions to nonlinear Fokker–Planck–Kolmogorov equations with a partially degenerate diffusion matrix are established.