Abstract

We derive quantitative stability estimates for solutions of Fokker–Planck equations with irregular coefficients. We are mainly concerned with two different situations: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift coefficient satisfies only the Ladyzhenskaya–Prodi–Serrin condition. Our method is based on Trevisan's superposition principle, which represents the solution to the Fokker–Planck equation as the marginal distribution of the martingale solution of the associated stochastic differential equation.

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