Khasminskii's theorem for the Kolmogorov equation with partially degenerate diffusion matrix

DOI10.1134/S0001434624030155zbMATH Open1543.60078MaRDI QIDQ6569617

S. V. Shaposhnikov, D. V. Shatilovich

Publication date: 9 July 2024

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

zbMATH Keywords

Lyapunov functionKolmogorov equationinvariant measure of diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
• Density estimates for a random noise propagating through a chain of differential equations
• Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator
• On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
• Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs
• On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
• Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES
• Fokker–Planck–Kolmogorov Equations
• Zvonkin’s transform and the regularity of solutions to double divergence form elliptic equations

This page was built for publication: Khasminskii's theorem for the Kolmogorov equation with partially degenerate diffusion matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569617)