The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation

DOI10.1134/S1064562420060083zbMath1477.35001OpenAlexW3133915583MaRDI QIDQ2243812

T. I. Krasovitskii, Stanislav V. Shaposhnikov, Vladimir I. Bogachev

Publication date: 11 November 2021

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562420060083

zbMATH Keywords

Cauchy problemFokker-Planck-Kolmogorov equationuniqueness of a solution

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Fokker-Planck equations (35Q84) PDEs with measure (35R06)

Related Items

Vladimir Igorevich Bogachev, On nonuniqueness of probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation

Cites Work

• Unnamed Item
• On the uniqueness of integrable and probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equations
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• On non-uniqueness of probability solutions to the two-dimensional stationary Fokker-Planck-Kolmogorov equation
• Singular stochastic differential equations.
• Zur Theorie der stetigen zufälligen Prozesse
• On uniqueness problems related to elliptic equations for measures
• Degenerate elliptic equations and nonuniqueness of solutions to the Kolmogorov equation
• Uniqueness of solutions of the Cauchy problem for parabolic equations
• Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
• Integration of Fokker-Planck's equation in a compact Riemannian space
• The parabolic differential equations and the associated semigroups of transformation
• The abstract Cauchy problem and Cauchy's problem for parabolic differential equations
• On the Uniqueness of the Cauchy Problem for Parabolic Equations
• Fokker–Planck–Kolmogorov Equations