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On probability and integrable solutions to the stationary Kolmogorov equation - MaRDI portal

On probability and integrable solutions to the stationary Kolmogorov equation (Q656328)

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scientific article; zbMATH DE number 5998397
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On probability and integrable solutions to the stationary Kolmogorov equation
scientific article; zbMATH DE number 5998397

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    On probability and integrable solutions to the stationary Kolmogorov equation (English)
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    17 January 2012
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    The paper is a continuation of the article [the authors, Dokl. Math. 82, No. 2, 790--793 (2010); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 434, No. 6, 730--734 (2010; Zbl 1222.60058)]. The authors search for conditions for a given probability solution to become the unique integrable solution (up to multiplication by constants) of the stationary Kolmogorov equation. Also, the uniqueness in the class of probability solutions is investigated.
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    stationary Kolmogorov equation
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    probability solution
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    integrable solution
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