On probability and integrable solutions to the stationary Kolmogorov equation

DOI10.1134/S1064562411030112zbMath1239.60064OpenAlexW2029238209MaRDI QIDQ656328

A. I. Kirillov, Vladimir I. Bogachev, Stanislav V. Shaposhnikov

Publication date: 17 January 2012

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

Full work available at URL: https://doi.org/10.1134/s1064562411030112

zbMATH Keywords

integrable solutionprobability solutionstationary Kolmogorov equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order elliptic equations (35J15) PDEs with measure (35R06)

Related Items

A stationary Fokker-Planck-Kolmogorov equation with a potential ⋮ On the uniqueness of integrable and probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equations ⋮ Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations ⋮ Integrable solutions of the stationary Kolmogorov equation ⋮ On uniqueness problems related to elliptic equations for measures ⋮ The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations ⋮ Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter

Cites Work

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• Elliptic and parabolic equations for measures
• On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
• Elliptic equations for invariant measures on finite and infinite dimensional manifolds