On nonuniqueness of probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation
From MaRDI portal
Publication:2243864
DOI10.1134/S1064562421030042zbMath1483.35274OpenAlexW3197344431MaRDI QIDQ2243864
T. I. Krasovitskii, Vladimir I. Bogachev, Stanislav V. Shaposhnikov
Publication date: 11 November 2021
Published in: Doklady Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1064562421030042
PDEs with randomness, stochastic partial differential equations (35R60) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fokker-Planck equations (35Q84)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
- Zur Theorie der stetigen zufälligen Prozesse
- The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation
- Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
- Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
- Integration of Fokker-Planck's equation in a compact Riemannian space
- The abstract Cauchy problem and Cauchy's problem for parabolic differential equations
- Fokker–Planck–Kolmogorov Equations
- BOUNDARY VALUE PROBLEMS FOR DEGENERATE QUASILINEAR PARABOLIC EQUATIONS