Integrability and continuity of densities of stationary distributions of diffusions

DOI10.1134/S1064562416040013MaRDI QIDQ339949zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

continuitydensitiesintegrabilitydiffusionsstationary distributions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5346226 (Why is no real title available?)
• An Inequality in the Theory of Stochastic Integrals
• Equivalence of the Green's Functions for Diffusion Operators in R n : A Counterexample
• Fokker-Planck-Kolmogorov equations
• Harmonic spaces associated with adjoints of linear elliptic operators
• Integrability of Reciprocals of the Green's Function for Elliptic Operators: Counterexamples
• Interior \(W^{2,p}\) estimates for non-divergence elliptic equations with discontinuous coefficients
• New maximum principles for linear elliptic equations
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• On the Harnack inequality for the equation formally adjoint to a linear elliptic differential equation
• On the adjoint of an elliptic linear differential operator and its potential theory
• 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
• The \(k\)-Hessian equation
• Weak type-\((1,1)\) inequalities and regularity properties of adjoint and normalized adjoint solutions to linear nondivergence form operators with VMO coefficients

Cited in

(5)

• On Some Diffusion Processes with Stationary Distributions
• Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
• Divergence, convergence and moments of some integral functionals of diffusions
• scientific article; zbMATH DE number 3883354 (Why is no real title available?)
• Stationary and invariant densities and disintegration kernels

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