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This article is cited in 1 scientific paper (total in 2 paper)
MATHEMATICS
The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation
V. I. Bogachevabcd, T. I. Krasovitskiiad, S. V. Shaposhnikovabcd a Lomonosov Moscow State University, Moscow, Russian Federation
b National Research University "Higher School of Economics", Moscow, Russian Federation
c St. Tikhon's Orthodox University, Moscow, Russian Federation
d Moscow Center for Fundamental and Applied Mathematics, Moscow, Russian Federation
Abstract:
We give a solution to the Kolmogorov problem on uniqueness of probability solutions to a parabolic Fokker–Planck–Kolmogorov equation.
Keywords:
Fokker–Planck–Kolmogorov equation, Cauchy problem, uniqueness of a solution.
Citation:
V. I. Bogachev, T. I. Krasovitskii, S. V. Shaposhnikov, “The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation”, Dokl. RAN. Math. Inf. Proc. Upr., 495 (2020), 22–25; Dokl. Math., 102:3 (2020), 464–467
Linking options:
https://www.mathnet.ru/eng/danma129 https://www.mathnet.ru/eng/danma/v495/p22
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