On probability and integrable solutions to the stationary Kolmogorov equation

DOI10.1134/S1064562411030112MaRDI QIDQ656328zbMATH OpenOpenAlexFDO

Authors A. I. Kirillov, Vladimir I. Bogachev, S. V. Shaposhnikov

Publication date 17 January 2012

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562411030112

zbMATH Keywords

integrable solutionprobability solutionstationary Kolmogorov equation

Mathematics Subject Classification ID

Second-order elliptic equations (35J15) PDEs with measure (35R06) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Review text

The paper is a continuation of the article [the authors, Dokl. Math. 82, No. 2, 790--793 (2010); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 434, No. 6, 730--734 (2010; Zbl 1222.60058)]. The authors search for conditions for a given probability solution to become the unique integrable solution (up to multiplication by constants) of the stationary Kolmogorov equation. Also, the uniqueness in the class of probability solutions is investigated.

Recommendations

• Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini's condition
• scientific article; zbMATH DE number 7523887
• Integrable solutions of the stationary Kolmogorov equation
• On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation
• On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation

Cites work

• A new topological approach to the \(L^{\infty }\)-uniqueness of operators and the \(L^{1}\)-uniqueness of Fokker--Planck equations
• Elliptic and parabolic equations for measures
• Elliptic equations for invariant measures on finite and infinite dimensional manifolds
• On nonuniqueness of solutions to elliptic equations for probability measures
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
• Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators

Cited in

(17)

• Integrable solutions of the stationary Kolmogorov equation
• On stationary distributions for the KPP equation with branching noise
• On uniqueness problems related to elliptic equations for measures
• Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain
• The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
• Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
• Applications of Zvonkin's transform to stationary Kolmogorov equations
• Integrability and continuity of densities of stationary distributions of diffusions
• scientific article; zbMATH DE number 4028977 (Why is no real title available?)
• A stationary Fokker-Planck-Kolmogorov equation with a potential
• Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
• On a question related to Kolmogorov forward equation
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
• On the uniqueness of integrable and probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equations
• Khasminskii's theorem for the Kolmogorov equation with partially degenerate diffusion matrix
• Approximation of the set of integrable trajectories of the control system with limited control resources
• On some solutions to the Chapman-Kolmogorov integral equation

This page was built for publication: On probability and integrable solutions to the stationary Kolmogorov equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q656328)