On the superposition principle for Fokker-Planck-Kolmogorov equations

DOI10.1134/S1064562419040136MaRDI QIDQ2279773zbMATH OpenOpenAlexFDO

Authors Vladimir I. Bogachev, Michael Röckner, S. V. Shaposhnikov

Publication date 13 December 2019

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562419040136

zbMATH Keywords

Fokker-Planck-Kolmogorov equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84) PDEs with measure (35R06) PDEs with randomness, stochastic partial differential equations (35R60)

Recommendations

• Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients
• Superposition principle for non-local Fokker-Planck-Kolmogorov operators
• On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
• A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces
• Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces

Cites work

• Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Fokker-Planck-Kolmogorov equations
• Lecture notes on the DiPerna-Lions theory in abstract measure spaces
• Multidimensional diffusion processes.
• On the Cauchy problem for Fokker-Planck-Kolmogorov equations with potential terms on arbitrary domains
• On uniqueness of a probability solution to the Cauchy problem for the Fokker-Planck-Kolmogorov equation
• On uniqueness of solutions to the Cauchy problem for degenerate Fokker-Planck-Kolmogorov equations
• On uniqueness problems related to elliptic equations for measures
• On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures
• Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
• Three superposition principles: currents, continuity equations and curves of measures
• Weak convergence of measures
• Well-posedness of Lagrangian flows and continuity equations in metric measure spaces
• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients

Cited in

(7)

• Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
• On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
• Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces
• Superposition principle for non-local Fokker-Planck-Kolmogorov operators
• A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces
• On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
• Fokker-Planck-Kolmogorov equations with a parameter

This page was built for publication: On the superposition principle for Fokker-Planck-Kolmogorov equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2279773)