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

From MaRDI portal





scientific article; zbMATH DE number 5998397
Language Label Description Also known as
English
On probability and integrable solutions to the stationary Kolmogorov equation
scientific article; zbMATH DE number 5998397

    Statements

    On probability and integrable solutions to the stationary Kolmogorov equation (English)
    0 references
    0 references
    0 references
    0 references
    17 January 2012
    0 references
    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.
    0 references
    stationary Kolmogorov equation
    0 references
    probability solution
    0 references
    integrable solution
    0 references

    Identifiers