Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients

DOI10.1134/S0016266322040062MaRDI QIDQ2699733zbMATH OpenFDO

Authors T. I. Krasovitskii, S. V. Shaposhnikov

Publication date 19 April 2023

Published in Functional Analysis and Its Applications (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck-Kolmogorov equationsuperposition principle

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84)

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• 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

• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces
• Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
• Equivalence of Stochastic Equations and Martingale Problems
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Existence of Markov Controls and Characterization of Optimal Markov Controls
• Fokker-Planck-Kolmogorov equations
• Martingale problems for conditional distributions of Markov processes
• Multidimensional diffusion processes.
• On nonuniqueness of probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation
• On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
• On the Cauchy problem for Fokker-Planck-Kolmogorov equations with potential terms on arbitrary domains
• On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
• Singular Brownian diffusion processes
• Superposition principle for non-local Fokker-Planck-Kolmogorov operators
• Three superposition principles: currents, continuity equations and curves of measures
• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
• Zvonkin’s transform and the regularity of solutions to double divergence form elliptic equations

Cited in

(8)

• Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
• Superposition principle for differential inclusions
• 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
• On the superposition principle for Fokker-Planck-Kolmogorov equations
• A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces
• On reconstruction of coefficients of Fokker-Planck-Kolmogorov equations

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