Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
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Publication:6069445
Smoothness and regularity of solutions to PDEs (35B65) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fokker-Planck equations (35Q84) PDEs with measure (35R06) PDEs with randomness, stochastic partial differential equations (35R60)
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- scientific article; zbMATH DE number 5263198 (Why is no real title available?)
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- On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
- On the solution of the Kolmogorov-Feller equation arising in the model of biological evolution
- On reconstruction of coefficients of Fokker-Planck-Kolmogorov equations
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