Stationary diffusion processes with discontinuous drift coefficients

DOI10.1090/S1061-0022-2013-01266-0zbMath1274.60248OpenAlexW2152132295MaRDI QIDQ2849202

A. I. Noarov

Publication date: 17 September 2013

Published in: St. Petersburg Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s1061-0022-2013-01266-0

zbMATH Keywords

invariant measureaveraging methodelliptic equation for measures

Mathematics Subject Classification ID

Diffusion processes (60J60) Elliptic equations and elliptic systems (35J99)

Related Items (3)

A stationary Fokker-Planck-Kolmogorov equation with a potential ⋮ Stationary Fokker-Planck equation on noncompact manifolds and in unbounded domains ⋮ On the correct determination of flow of a discontinuous solenoidal vector field

Cites Work

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• Unique solvability of the stationary Fokker-Planck equation in a class of positive functions
• On the solvability of stationary Fokker-Planck equations close to the Laplace equation
• Generalized solvability of the stationary Fokker-Planck equation
• On Some Diffusion Processes with Stationary Distributions
• Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes
• Stability of dynamical systems
• A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts
• Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions

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