Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes (Q6069445): Difference between revisions

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scientific article; zbMATH DE number 7764853

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English	Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	scientific article; zbMATH DE number 7764853

Statements

instance of

scholarly article

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title

Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes (English)

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author

Vladimir I. Bogachev

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Michael Roeckner

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Stanislav V. Shaposhnikov

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published in

Theory of Probability & Its Applications

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publication date

14 November 2023

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zbMATH Keywords

Fokker-Planck-Kolmogorov equation

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transition probability

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invariant measure

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Cauchy problem

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MaRDI profile type

Publication

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cites work

On uniqueness of invariant measures for finite- and infinite-dimensional diffusions

0 references

Q5457440

0 references

Uniqueness of solutions of the Cauchy problem for parabolic equations

0 references

Equivalence of the Green's Functions for Diffusion Operators in R n : A Counterexample

0 references

Ornstein–Uhlenbeck operators and semigroups

0 references

Stationary Fokker-Planck-Kolmogorov equations

0 references

Kantorovich problem of optimal transportation of measures: new directions of research

0 references

Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations

0 references

Regularity of solutions to Kolmogorov equations with perturbed drifts

0 references

On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation

0 references

On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation

0 references

ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS

0 references

Elliptic equations for measures: regularity and global bounds of densities

0 references

Elliptic and parabolic equations for measures

0 references

Fokker–Planck–Kolmogorov Equations

0 references

On Sobolev regularity of solutions to Fokker-Planck-Kolmogorov equations with drifts in \(L^1\)

0 references

Regularity of invariant measures on finite and infinite dimensional spaces and applications

0 references

A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts

0 references

Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations

0 references

The Poisson equation and estimates for distances between stationary distributions of diffusions

0 references

Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures

0 references

On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations

0 references

On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations

0 references

Applications of Zvonkin's transform to stationary Kolmogorov equations

0 references

Zvonkin’s transform and the regularity of solutions to double divergence form elliptic equations

0 references

Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions

0 references

Elliptic equations for invariant measures on finite and infinite dimensional manifolds

0 references

Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations

0 references

Integrability and continuity of solutions to double divergence form equations

0 references

Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity

0 references

Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini's condition

0 references

On \(C^1\), \(C^2\), and weak type-\((1,1)\) estimates for linear elliptic operators. II

0 references

On C1, C2, and weak type-(1,1) estimates for linear elliptic operators

0 references

Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)

0 references

The parabolic differential equations and the associated semigroups of transformation

0 references

Generalized second order differential operators and their lateral conditions

0 references

Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients

0 references

On the Uniqueness of the Cauchy Problem for Parabolic Equations

0 references

The abstract Cauchy problem and Cauchy's problem for parabolic differential equations

0 references

Q3269535

0 references

Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson

0 references

Q4002903

0 references

The generalized Vlasov kinetic equation

0 references

Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation

0 references

On diffusion processes with drift in \(L_d\)

0 references

On diffusion processes with drift in \(L_{d+1}\)

0 references

Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients

0 references

Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs

0 references

Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space

0 references

Global properties of invariant measures

0 references

Global Properties of Transition Probabilities of Singular Diffusions

0 references

Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness

0 references

On nonuniqueness of solutions to elliptic equations for probability measures

0 references

Harmonic spaces associated with adjoints of linear elliptic operators

0 references

Cauchy problems for parabolic equations degenerating at infinity

0 references

Q4943987

0 references

Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients

0 references

Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda

0 references

Integration of Fokker-Planck's equation in a compact Riemannian space

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1137/S0040585X97T991507

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6069445

@@ Property / DOI @@
-.1137/s0040585x97t991507
@@ Property / DOI: 10.1137/s0040585x97t991507 / rank @@
-Normal rank
@@ Property / cites work @@
+On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
+Normal rank
@@ Property / cites work @@
+Q5457440
@@ Property / cites work: Q5457440 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniqueness of solutions of the Cauchy problem for parabolic equations
+Normal rank
@@ Property / cites work @@
+Equivalence of the Green's Functions for Diffusion Operators in R n : A Counterexample
+Normal rank
@@ Property / cites work @@
+Ornstein–Uhlenbeck operators and semigroups
@@ Property / cites work: Ornstein–Uhlenbeck operators and semigroups / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary Fokker-Planck-Kolmogorov equations
@@ Property / cites work: Stationary Fokker-Planck-Kolmogorov equations / rank @@
+Normal rank
@@ Property / cites work @@
+Kantorovich problem of optimal transportation of measures: new directions of research
+Normal rank
@@ Property / cites work @@
+Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations
+Normal rank
@@ Property / cites work @@
+Regularity of solutions to Kolmogorov equations with perturbed drifts
+Normal rank
@@ Property / cites work @@
+On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation
+Normal rank
@@ Property / cites work @@
+On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
+Normal rank
@@ Property / cites work @@
+ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
+Normal rank
@@ Property / cites work @@
+Elliptic equations for measures: regularity and global bounds of densities
+Normal rank
@@ Property / cites work @@
+Elliptic and parabolic equations for measures
@@ Property / cites work: Elliptic and parabolic equations for measures / rank @@
+Normal rank
@@ Property / cites work @@
+Fokker–Planck–Kolmogorov Equations
@@ Property / cites work: Fokker–Planck–Kolmogorov Equations / rank @@
+Normal rank
@@ Property / cites work @@
+On Sobolev regularity of solutions to Fokker-Planck-Kolmogorov equations with drifts in \(L^1\)
+Normal rank
@@ Property / cites work @@
+Regularity of invariant measures on finite and infinite dimensional spaces and applications
+Normal rank
@@ Property / cites work @@
+A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts
+Normal rank
@@ Property / cites work @@
+Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+The Poisson equation and estimates for distances between stationary distributions of diffusions
+Normal rank
@@ Property / cites work @@
+Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
+Normal rank
@@ Property / cites work @@
+On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+Applications of Zvonkin's transform to stationary Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+Zvonkin’s transform and the regularity of solutions to double divergence form elliptic equations
+Normal rank
@@ Property / cites work @@
+Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
+Normal rank
@@ Property / cites work @@
+Elliptic equations for invariant measures on finite and infinite dimensional manifolds
+Normal rank
@@ Property / cites work @@
+Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+Integrability and continuity of solutions to double divergence form equations
+Normal rank
@@ Property / cites work @@
+Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity
+Normal rank
@@ Property / cites work @@
+Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini's condition
+Normal rank
@@ Property / cites work @@
+On \(C^1\), \(C^2\), and weak type-\((1,1)\) estimates for linear elliptic operators. II
+Normal rank
@@ Property / cites work @@
+On <i>C</i><sup>1</sup>, <i>C</i><sup>2</sup>, and weak type-(1,1) estimates for linear elliptic operators
+Normal rank
@@ Property / cites work @@
+Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
+Normal rank
@@ Property / cites work @@
+The parabolic differential equations and the associated semigroups of transformation
+Normal rank
@@ Property / cites work @@
+Generalized second order differential operators and their lateral conditions
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
+Normal rank
@@ Property / cites work @@
+On the Uniqueness of the Cauchy Problem for Parabolic Equations
+Normal rank
@@ Property / cites work @@
+The abstract Cauchy problem and Cauchy's problem for parabolic differential equations
+Normal rank
@@ Property / cites work @@
+Q3269535
@@ Property / cites work: Q3269535 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
+Normal rank
@@ Property / cites work @@
+Q4002903
@@ Property / cites work: Q4002903 / rank @@
+Normal rank
@@ Property / cites work @@
+The generalized Vlasov kinetic equation
@@ Property / cites work: The generalized Vlasov kinetic equation / rank @@
+Normal rank
@@ Property / cites work @@
+Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
+Normal rank
@@ Property / cites work @@
+On diffusion processes with drift in \(L_d\)
@@ Property / cites work: On diffusion processes with drift in \(L_d\) / rank @@
+Normal rank
@@ Property / cites work @@
+On diffusion processes with drift in \(L_{d+1}\)
@@ Property / cites work: On diffusion processes with drift in \(L_{d+1}\) / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
+Normal rank
@@ Property / cites work @@
+Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
+Normal rank
@@ Property / cites work @@
+Global properties of invariant measures
@@ Property / cites work: Global properties of invariant measures / rank @@
+Normal rank
@@ Property / cites work @@
+Global Properties of Transition Probabilities of Singular Diffusions
+Normal rank
@@ Property / cites work @@
+Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness
+Normal rank
@@ Property / cites work @@
+On nonuniqueness of solutions to elliptic equations for probability measures
+Normal rank
@@ Property / cites work @@
+Harmonic spaces associated with adjoints of linear elliptic operators
+Normal rank
@@ Property / cites work @@
+Cauchy problems for parabolic equations degenerating at infinity
+Normal rank
@@ Property / cites work @@
+Q4943987
@@ Property / cites work: Q4943987 / rank @@
+Normal rank
@@ Property / cites work @@
+Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
+Normal rank
@@ Property / cites work @@
+Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
+Normal rank
@@ Property / cites work @@
+Integration of Fokker-Planck's equation in a compact Riemannian space
+Normal rank
@@ Property / DOI @@
+.1137/S0040585X97T991507
@@ Property / DOI: 10.1137/S0040585X97T991507 / rank @@
+Normal rank