ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
From MaRDI portal
Publication:2777574
DOI10.1081/PDE-100107815zbMath0997.35012OpenAlexW2061075226MaRDI QIDQ2777574
Vladimir I. Bogachev, Michael Roeckner, Nicolai V. Krylov
Publication date: 17 November 2002
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/pde-100107815
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (only showing first 100 items - show all)
Steady states of Fokker-Planck equations. I: Existence ⋮ Steady states of Fokker-Planck equations. II: Non-existence ⋮ A criterion on a repeller being a null set of any limit measure for stochastic differential equations ⋮ Invariance implies Gibbsian: some new results ⋮ Global gradient bounds for dissipative diffusion operators ⋮ On the Cauchy problem for Fokker-Planck-Kolmogorov equations with potential terms on arbitrary domains ⋮ Nonequilibrium statistical mechanics of weakly stochastically perturbed system of oscillators ⋮ Asymptotics of sample entropy production rate for stochastic differential equations ⋮ Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Positiveness of invariant measures of diffusion processes ⋮ Nonlinear evolution and transport equations for measures ⋮ Lower estimates for densities of solutions to parabolic equations for measures ⋮ On large deviations of coupled diffusions with time scale separation ⋮ A Harnack-type inequality for non-symmetric Markov semigroups ⋮ Integrability and continuity of densities of stationary distributions of diffusions ⋮ On uniqueness of solutions to the Cauchy problem for degenerate Fokker-Planck-Kolmogorov equations ⋮ Jet lag recovery: synchronization of circadian oscillators as a mean field game ⋮ Integrability and continuity of solutions to double divergence form equations ⋮ On Morrey's estimate of the Sobolev norms of solutions of elliptic equations ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ Non uniform averagings in the ergodic theorem for stochastic flows ⋮ Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions ⋮ Asymptotic behavior in time periodic parabolic problems with unbounded coefficients ⋮ Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity ⋮ Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts ⋮ Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime ⋮ Kernel estimates for nonautonomous Kolmogorov equations ⋮ On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity ⋮ Long time behavior of heat kernels of operators with unbounded drift terms ⋮ Spectral properties for a class of continuous state branching processes with immigration. ⋮ Towards mesoscopic ergodic theory ⋮ Estimates of solutions of parabolic equations for measures ⋮ Mean ergodic theorems for bi-continuous semigroups ⋮ Construction of \({\mathcal L}^{p}\)-strong Feller processes via Dirichlet forms and applications to elliptic diffusions ⋮ Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations ⋮ On Sobolev classes containing solutions to Fokker-Planck-Kolmogorov equations ⋮ Probabilistic representation for solutions of an irregular porous media type equation ⋮ Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations ⋮ On parabolic inequalities for generators of diffusions with jumps ⋮ On nonuniqueness of solutions to elliptic equations for probability measures ⋮ Elliptic operators with unbounded drift coefficients and Neumann boundary condition. ⋮ On regularity of invariant measures of multivalued stochastic differential equations ⋮ On probability and integrable solutions to the stationary Kolmogorov equation ⋮ A condition for the positivity of the density of an invariant measure ⋮ Nonlinear elliptic equations for measures ⋮ On the uniqueness of integrable and probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equations ⋮ On the Dirichlet and Neumann evolution operators in \(\mathbb R_+^d\) ⋮ Quantitative concentration of stationary measures ⋮ Estimates for solutions to Fokker-Planck-Kolmogorov equations with integrable drifts ⋮ On existence of Lyapunov functions for a stationary Kolmogorov equation with a probability solution ⋮ Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ Variational inequalities in Hilbert spaces with measures and optimal stopping problems ⋮ On solutions of mean field games with ergodic cost ⋮ Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions ⋮ The nonuniqueness of solutions to elliptic equations for probability measures ⋮ Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space ⋮ On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures ⋮ Construction and strong Feller property of distorted elliptic diffusion with reflecting boundary ⋮ Nonequilibrium statistical mechanics of a solid immersed in a continuum ⋮ Integrable solutions of the stationary Kolmogorov equation ⋮ On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation ⋮ Global properties of invariant measures ⋮ The stochastic obstacle problem for the harmonic oscillator with damping ⋮ Accelerating diffusions ⋮ On uniqueness problems related to elliptic equations for measures ⋮ Cores for Feller semigroups with an invariant measure ⋮ Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds ⋮ Stochastic Hamiltonian flows with singular coefficients ⋮ Elliptic equations for measures: regularity and global bounds of densities ⋮ An integral inequality for the invariant measure of some finite dimensional stochastic differential equation ⋮ Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results ⋮ \(L^p\)-uniqueness for elliptic operators with unbounded coefficients in \(\mathbb R^N\) ⋮ Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations ⋮ Lower estimates of densities of solutions of elliptic equations for measures ⋮ Invariant measures and asymptotic Gaussian bounds for normal forms of stochastic climate model ⋮ Distribution dependent stochastic differential equations ⋮ Cores for parabolic operators with unbounded coefficients ⋮ Zero-sum stochastic differential games with risk-sensitive cost ⋮ On \(C^{1/2,1}, C^{1,2}\), and \(C^{0,0}\) estimates for linear parabolic operators ⋮ On long term investment optimality ⋮ Convergence to equilibrium in Fokker-Planck equations ⋮ On invariant probability measures of regime-switching diffusion processes with singular drifts ⋮ Bi-Kolmogorov type operators And weighted Rellich's inequalities ⋮ Kolmogorov operators and SPDEs ⋮ Existence of periodic probability solutions to Fokker-Planck equations with applications ⋮ Geometric regularity for elliptic equations in double-divergence form ⋮ Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations ⋮ Reconstructing the drift of a diffusion from partially observed transition probabilities ⋮ On the correct determination of flow of a discontinuous solenoidal vector field ⋮ The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations ⋮ Maximal \(L^p\) regularity for elliptic equations with unbounded coefficients ⋮ The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type ⋮ Differentiability of invariant measures of diffusions with respect to a parameter ⋮ Integral identity and measure estimates for stationary Fokker-Planck equations ⋮ Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise ⋮ Steady states of Fokker-Planck equations. III: Degenerate diffusion ⋮ Nonzero-sum stochastic differential games with additive structure and average payoffs ⋮ Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter ⋮ Stochastic stability of measures in gradient systems
This page was built for publication: ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS