Stationary diffusion processes with discontinuous drift coefficients

DOI10.1090/S1061-0022-2013-01266-0zbMATH Open1274.60248OpenAlexW2152132295MaRDI QIDQ2849202FDOQ2849202

Authors: A. I. Noarov 

Publication date: 17 September 2013

Published in: St. Petersburg Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s1061-0022-2013-01266-0

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zbMATH Keywords

averaging methodinvariant measureelliptic equation for measures

Mathematics Subject Classification ID

Diffusion processes (60J60) Elliptic equations and elliptic systems (35J99)

Cites Work

• Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes
• A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts
• Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
• Stability of dynamical systems
• Title not available (Why is that?)
• Generalized solvability of the stationary Fokker-Planck equation
• On the solvability of stationary Fokker-Planck equations close to the Laplace equation
• Unique solvability of the stationary Fokker-Planck equation in a class of positive functions
• On Some Diffusion Processes with Stationary Distributions

Cited In (7)

• A stationary Fokker-Planck-Kolmogorov equation with a potential
• On the correct determination of flow of a discontinuous solenoidal vector field
• On a time-inhomogeneous diffusion process with discontinuous drift
• On Some Diffusion Processes with Stationary Distributions
• Differentiability of invariant measures of diffusions with respect to a parameter
• Stationary Distributions for Jump Processes with Inert Drift
• Stationary Fokker-Planck equation on noncompact manifolds and in unbounded domains

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