Integrability and continuity of densities of stationary distributions of diffusions

DOI10.1134/S1064562416040013zbMATH Open1352.60112OpenAlexW2517266219MaRDI QIDQ339949FDOQ339949

Authors: Vladimir I. Bogachev, S. V. Shaposhnikov 

Publication date: 11 November 2016

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562416040013

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zbMATH Keywords

continuitydensitiesintegrabilitydiffusionsstationary distributions

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Title not available (Why is that?)
• Interior \(W^{2,p}\) estimates for non-divergence elliptic equations with discontinuous coefficients
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• The \(k\)-Hessian equation
• Positive solutions of elliptic equations in nondivergence form and their adjoints
• The \(L^ p\)-integrability of Green's functions and fundamental solutions for elliptic and parabolic equations
• On the Harnack inequality for the equation formally adjoint to a linear elliptic differential equation
• Harmonic spaces associated with adjoints of linear elliptic operators
• Weak type-\((1,1)\) inequalities and regularity properties of adjoint and normalized adjoint solutions to linear nondivergence form operators with VMO coefficients
• On the adjoint of an elliptic linear differential operator and its potential theory
• Integrability of Reciprocals of the Green's Function for Elliptic Operators: Counterexamples
• Fokker–Planck–Kolmogorov Equations
• Equivalence of the Green's Functions for Diffusion Operators in R n : A Counterexample
• New maximum principles for linear elliptic equations
• An Inequality in the Theory of Stochastic Integrals

Cited In (5)

• Title not available (Why is that?)
• Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
• Divergence, convergence and moments of some integral functionals of diffusions
• On Some Diffusion Processes with Stationary Distributions
• Stationary and invariant densities and disintegration kernels

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