Integrable solutions of the stationary Kolmogorov equation

DOI10.1134/S1064562412030027zbMath1260.60133OpenAlexW1998221207MaRDI QIDQ1761008

A. I. Kirillov, Vladimir I. Bogachev, Stanislav V. Shaposhnikov

Publication date: 15 November 2012

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562412030027

zbMATH Keywords

weak solutionLyapunov functionprobability measurestationary Kolmogorov equationbounded signed measure

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with measure (35R06)

Related Items

A stationary Fokker-Planck-Kolmogorov equation with a potential ⋮ On existence of Lyapunov functions for a stationary Kolmogorov equation with a probability solution ⋮ Integral identity and measure estimates for stationary Fokker-Planck equations

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