On the uniqueness of integrable and probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equations

DOI10.1134/S106456241104020XzbMath1235.35274MaRDI QIDQ656409

Stanislav 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/s106456241104020x

zbMATH Keywords

uniqueness; Cauchy problem; Fokker-Planck-Kolmogorov

Mathematics Subject Classification ID

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

35A02: Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness

35Q84: Fokker-Planck equations

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Cites Work

• Invariant measures of diffusions with gradient drifts
• On probability and integrable solutions to the stationary Kolmogorov equation
• A new topological approach to the \(L^{\infty }\)-uniqueness of operators and the \(L^{1}\)-uniqueness of Fokker--Planck equations
• Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Uniqueness of solutions of the Cauchy problem for parabolic equations
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
• Uniqueness of solutions to weak parabolic equations for measures