the shrimad bhagwat purana describes in detail the incarnations of lord vishnu. there is a description of lord kalki in the second chapter of the 12th wing of the same purana. in which it is said that lord kalki will be born as a son in the house of an ascetic brahmin named vishnuyasha at a place called shambhala in moradabad district of uttar pradesh. lord kalki will destroy the sinners from the world by riding on a horse or vehicle named devadatta and re-establish religion.