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

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

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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 REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• On nonuniqueness of solutions to elliptic equations for probability measures
• 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)

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

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