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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2020, Volume 495, Pages 22–25
DOI: https://doi.org/10.31857/S2686954320060065 (Mi danma129) 		 
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
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DOI: https://doi.org/10.31857/S2686954320060065
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.
Funding agency Grant number
Russian Foundation for Basic Research 18–31–20008
20–01–00432
Moscow Center of Fundamental and Applied Mathematics
Foundation for the Advancement of Theoretical Physics and Mathematics BASIS 18-1-6-83-1
Simons Foundation
This work has been supported by the Russian Foundation for Basic Research, grants 18-31-20008, 20-01-00432, the Moscow Center of Fundamental and Applied Mathematics, the grant 18-1-6-83-1 of the Foundation for the Advancement of Theoretical Physics and Mathematics BASIS and a scholarship for the second author, and also by the Simons Foundation.
Presented: A. N. Shiryaev
Received: 20.08.2020
Revised: 20.08.2020
Accepted: 17.09.2020
English version:
Doklady Mathematics, 2020, Volume 102, Issue 3, Pages 464–467
DOI: https://doi.org/10.1134/S1064562420060083
Bibliographic databases:
Document Type: Article
UDC: 517.955
Language: Russian
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
Citation in format AMSBIB
\Bibitem{BogKraSha20}
\by V.~I.~Bogachev, T.~I.~Krasovitskii, S.~V.~Shaposhnikov
\paper The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation
\jour Dokl. RAN. Math. Inf. Proc. Upr.
\yr 2020
\vol 495
\pages 22--25
\mathnet{http://mi.mathnet.ru/danma129}
\crossref{https://doi.org/10.31857/S2686954320060065}
\zmath{https://zbmath.org/?q=an:1477.35001}
\elib{https://elibrary.ru/item.asp?id=44367195}
\transl
\jour Dokl. Math.
\yr 2020
\vol 102
\issue 3
\pages 464--467
\crossref{https://doi.org/10.1134/S1064562420060083}
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