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Differentiability of solutions of stationary Fokker--Planck--Kolmogorov equations with respect to a parameter

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  • We obtain sufficient conditions for the differentiability of solutions to stationary Fokker--Planck--Kolmogorov equations with respect to a parameter. In particular, this gives conditions for the differentiability of stationary distributions of diffusion processes with respect to a parameter.
    Mathematics Subject Classification: Primary: 35J15; Secondary: 60J60.

    Citation:

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