On reconstruction of Kolmogorov operators with discontinuous coefficients

DOI10.1134/S1064562424600052MaRDI QIDQ6575356zbMATH OpenFDO

Authors Vladimir I. Bogachev, S. V. Shaposhnikov

Publication date 19 July 2024

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck-Kolmogorov equationKolmogorov operatormartingale problem

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic processes (60Gxx) Operator theory (47-XX)

Cites work

• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 1478492 (Why is no real title available?)
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Fokker-Planck-Kolmogorov equations
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
• On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung

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