Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
DOI10.1070/SM2002V193N07ABEH000665zbMATH Open1055.58009OpenAlexW2058909480MaRDI QIDQ4454916FDOQ4454916
Vladimir I. Bogachev, Michael Röckner, Wilhelm Stannat
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
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)
Cited In (47)
- The nonuniqueness of solutions to elliptic equations for probability measures
- A stationary Fokker-Planck-Kolmogorov equation with a potential
- 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
- Steady states of Fokker-Planck equations. I: Existence
- Steady states of Fokker-Planck equations. II: Non-existence
- Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations
- On Parabolic Equations for Measures
- Quantitative concentration of stationary measures
- On existence of Lyapunov functions for a stationary Kolmogorov equation with a probability solution
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
- Deep relaxation of controlled stochastic gradient descent via singular perturbations
- Elliptic equations for measures: regularity and global bounds of densities
- Global gradient bounds for dissipative diffusion operators
- Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection
- Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
- Invariance implies Gibbsian: some new results
- Integrable solutions of the stationary Kolmogorov equation
- Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
- On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
- Existence of periodic probability solutions to Fokker-Planck equations with applications
- On uniqueness problems related to elliptic equations for measures
- Stochastic population growth in spatially heterogeneous environments
- Uniqueness of Nelson's diffusions. II: Infinite dimensional setting and applications
- Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
- Towards mesoscopic ergodic theory
- Kolmogorov equations for degenerate Ornstein-Uhlenbeck operators
- Stationary diffusion processes with discontinuous drift coefficients
- Exponential ergodicity and convergence for generalized reflected Brownian motion
- Uniqueness of solutions of degenerate diffusion equations with measures as initial conditions
- Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels
- Convergence to equilibrium in Fokker-Planck equations
- On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures
- On nonuniqueness of solutions to elliptic equations for probability measures
- Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
- Convergence to Periodic Probability Solutions in Fokker--Planck Equations
- Title not available (Why is that?)
- Differentiability of invariant measures of diffusions with respect to a parameter
- Vladimir Igorevich Bogachev
- Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini's condition
- Stochastic stability of measures in gradient systems
- Instability, rupture and fluctuations in thin liquid films: theory and computations
- Title not available (Why is that?)
- Constrained stochastic differential games with additive structure: average and discount payoffs
- On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation
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