Kolmogorov equations for degenerate Ornstein-Uhlenbeck operators

DOI10.1134/s0037446624010038OpenAlexW4391604116MaRDI QIDQ6193916

Vladimir I. Bogachev, Stanislav V. Shaposhnikov

Publication date: 14 February 2024

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0037446624010038

zbMATH Keywords

Kolmogorov equationOrnstein-Uhlenbeck operatorFokker-Planck-Kolmogorov equation

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Second-order elliptic equations (35J15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84)

Cites Work

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• Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures
• Propagator norm and sharp decay estimates for Fokker-Planck equations with linear drift
• Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations
• Stationary probability measures for linear differential equations driven by white noise
• Fokker–Planck–Kolmogorov Equations
• Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
• Ornstein–Uhlenbeck operators and semigroups
• Stochastic Equations in Infinite Dimensions
• Introduction to Stochastic Analysis and Malliavin Calculus
• Cauchy problems for parabolic equations degenerating at infinity
• On Nonnegative Solutions of the Equation $AD + DA' = - C$

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