Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions

DOI10.1070/SM2002V193N07ABEH000665MaRDI QIDQ4454916zbMATH OpenOpenAlexFDO

Authors Vladimir I. Bogachev, Wilhelm Stannat, Michael Röckner

Publication date 8 March 2004

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

Full work available at URL https://doi.org/10.1070/sm2002v193n07abeh000665

Mathematics Subject Classification ID

PDEs with low regular coefficients and/or low regular data (35R05) Elliptic equations on manifolds, general theory (58J05) Diffusion processes and stochastic analysis on manifolds (58J65) Transition functions, generators and resolvents (60J35) Second-order elliptic equations (35J15)

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Cited in

(50)

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• Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini's condition
• Steady states of Fokker-Planck equations. I: Existence
• Steady states of Fokker-Planck equations. II: Non-existence
• A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
• Invariance implies Gibbsian: some new results
• Differentiability of invariant measures of diffusions with respect to a parameter
• The nonuniqueness of solutions to elliptic equations for probability measures
• Exponential ergodicity and convergence for generalized reflected Brownian motion
• Convergence to periodic probability solutions in Fokker-Planck equations
• Vladimir Igorevich Bogachev
• Stochastic population growth in spatially heterogeneous environments
• On $ L^p$-uniqueness of symmetric diffusion operators on Riemannian manifolds
• Elliptic equations for measures: regularity and global bounds of densities
• Instability, rupture and fluctuations in thin liquid films: theory and computations
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• Integrable solutions of the stationary Kolmogorov equation
• Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
• Existence of periodic probability solutions to Fokker-Planck equations with applications
• Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels
• Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
• A stationary Fokker-Planck-Kolmogorov equation with a potential
• On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures
• On Parabolic Equations for Measures
• Uniqueness of invariant measures and essential \(m\)-dissipativity of diffusion operators on \(L^1\)
• Stationary diffusion processes with discontinuous drift coefficients
• Convergence to equilibrium in Fokker-Planck equations
• Constrained stochastic differential games with additive structure: average and discount payoffs
• Quantitative concentration of stationary measures
• On existence of Lyapunov functions for a stationary Kolmogorov equation with a probability solution
• On uniqueness problems related to elliptic equations for measures
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• On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
• Uniqueness of solutions of degenerate diffusion equations with measures as initial conditions
• Stochastic stability of measures in gradient systems
• Steady states of Fokker-Planck equations. III: Degenerate diffusion
• Nonzero-sum stochastic differential games with additive structure and average payoffs
• Integrability and continuity of solutions to double divergence form equations
• Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
• Global gradient bounds for dissipative diffusion operators
• Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
• Uniqueness of Nelson's diffusions. II: Infinite dimensional setting and applications
• On nonuniqueness of solutions to elliptic equations for probability measures
• On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation
• Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
• Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes

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