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Nonlinear Fokker-Planck-Kolmogorov equations
Vladimir Igorevich Bogachev, Stanislav Valer'evich Shaposhnikov
Source abstract
This paper gives a survey of recent investigations on nonlinear Fokker-Planck-Kolmogorov equations of elliptic and parabolic types and contains a number of new results. We discuss in detail the problems of existence and uniqueness of solutions, various estimates of solutions, connections with linear equations, and the convergence of solutions of parabolic equations to stationary solutions. Bibliography: 116 items.
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