Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes (Q6069445)

scientific article; zbMATH DE number 7764853

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English	Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes	scientific article; zbMATH DE number 7764853

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instance of

scholarly article

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title

Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes (English)

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author

Vladimir I. Bogachev

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Michael Roeckner

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Stanislav V. Shaposhnikov

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published in

Theory of Probability & Its Applications

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publication date

14 November 2023

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zbMATH Keywords

Fokker-Planck-Kolmogorov equation

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transition probability

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invariant measure

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Cauchy problem

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1137/s0040585x97t991507

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6069445