On probability and integrable solutions to the stationary Kolmogorov equation

DOI10.1134/S1064562411030112zbMATH Open1239.60064OpenAlexW2029238209MaRDI QIDQ656328FDOQ656328

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

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

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zbMATH Keywords

integrable solutionprobability solutionstationary Kolmogorov equation

Mathematics Subject Classification ID

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

Cites Work

• Elliptic and parabolic equations for measures
• Elliptic equations for invariant measures on finite and infinite dimensional manifolds
• A new topological approach to the \(L^{\infty }\)-uniqueness of operators and the \(L^{1}\)-uniqueness of Fokker--Planck equations
• 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
• On nonuniqueness of solutions to elliptic equations for probability measures

Cited In (12)

• A stationary Fokker-Planck-Kolmogorov equation with a potential
• Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain
• Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
• Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations
• Integrable solutions of the stationary Kolmogorov equation
• On stationary distributions for the KPP equation with branching noise
• On the uniqueness of integrable and probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equations
• On uniqueness problems related to elliptic equations for measures
• The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
• Applications of Zvonkin's transform to stationary Kolmogorov equations
• Title not available (Why is that?)
• On some solutions to the Chapman-Kolmogorov integral equation

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