Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes

DOI10.1137/S0040585X97T991507MaRDI QIDQ6069445FDOQ6069445

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

Publication date: 14 November 2023

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Recommendations

• Fokker-Planck-Kolmogorov equations
• On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures
• Stationary Fokker-Planck-Kolmogorov equations
• The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes
• On probability and integrable solutions to the stationary Kolmogorov equation

zbMATH Keywords

Cauchy probleminvariant measureFokker-Planck-Kolmogorov equationtransition probability

Mathematics Subject Classification ID

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)

Cites Work

• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Elliptic and parabolic equations for measures
• Title not available (Why is that?)
• Elliptic equations for invariant measures on finite and infinite dimensional manifolds
• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• The generalized Vlasov kinetic equation
• On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
• A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts
• Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
• Elliptic equations for measures: regularity and global bounds of densities
• The parabolic differential equations and the associated semigroups of transformation
• Title not available (Why is that?)
• Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
• On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
• Uniqueness of solutions of the Cauchy problem for parabolic equations
• Title not available (Why is that?)
• Generalized second order differential operators and their lateral conditions
• Global properties of invariant measures
• Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini's condition
• Harmonic spaces associated with adjoints of linear elliptic operators
• Fokker-Planck-Kolmogorov equations
• Equivalence of the Green's Functions for Diffusion Operators in R n : A Counterexample
• Title not available (Why is that?)
• On the Uniqueness of the Cauchy Problem for Parabolic Equations
• On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
• Stationary Fokker-Planck-Kolmogorov equations
• Regularity of invariant measures on finite and infinite dimensional spaces 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
• On \(C^{1}\), \(C^{2}\), and weak type-\((1,1)\) estimates for linear elliptic operators
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• Global properties of transition probabilities of singular diffusions
• Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
• Ornstein–Uhlenbeck operators and semigroups
• On \(C^1\), \(C^2\), and weak type-\((1,1)\) estimates for linear elliptic operators. II
• The abstract Cauchy problem and Cauchy's problem for parabolic differential equations
• Integrability and continuity of solutions to double divergence form equations
• On diffusion processes with drift in \(L_d\)
• Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations
• On diffusion processes with drift in \(L_{d+1}\)
• On Sobolev regularity of solutions to Fokker-Planck-Kolmogorov equations with drifts in \(L^1\)
• Regularity of solutions to Kolmogorov equations with perturbed drifts
• The Poisson equation and estimates for distances between stationary distributions of diffusions
• Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
• Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
• Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs
• Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness
• On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
• Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
• Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity
• Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
• Integration of Fokker-Planck's equation in a compact Riemannian space
• Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
• Kantorovich problem of optimal transportation of measures: new directions of research
• Applications of Zvonkin's transform to stationary Kolmogorov equations
• Zvonkin’s transform and the regularity of solutions to double divergence form elliptic equations
• Cauchy problems for parabolic equations degenerating at infinity

Cited In (4)

• On reconstruction of Kolmogorov operators with discontinuous coefficients
• 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

This page was built for publication: Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6069445)