Stationary diffusion processes with discontinuous drift coefficients

DOI10.1090/S1061-0022-2013-01266-0MaRDI QIDQ2849202zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

averaging methodinvariant measureelliptic equation for measures

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 967435 (Why is no real title available?)
• A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts
• Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes
• Generalized solvability of the stationary Fokker-Planck equation
• On Some Diffusion Processes with Stationary Distributions
• On the solvability of stationary Fokker-Planck equations close to the Laplace equation
• Stability of dynamical systems
• Unique solvability of the stationary Fokker-Planck equation in a class of positive functions
• Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions

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 Fokker-Planck equation on noncompact manifolds and in unbounded domains
• Stationary Distributions for Jump Processes with Inert Drift

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