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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2021, Volume 501, Pages 11–15
DOI: https://doi.org/10.31857/S2686954321060047
(Mi danma214)
 

This article is cited in 2 scientific papers (total in 2 papers)

MATHEMATICS

Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini’s condition

V. I. Bogachevabcd, S. V. Shaposhnikovabd

a Lomonosov Moscow State University, Moscow, Russia
b National Research University "Higher School of Economics", Moscow, Russia
c St. Tikhon's Orthodox University, Moscow, Russia
d Moscow Center for Fundamental and Applied Mathematics, Moscow, Russia
Full-text PDF (179 kB) Citations (2)
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Abstract: In this note we study the stationary Kolmogorov equation and prove that, in the case where the diffusion matrix satisfies Dini’s condition and the drift coefficient is locally integrable to a power greater than the dimension, the ratio of two probability solutions belongs to the Sobolev class, and in the case of existence of a Lyapunov function or the global integrability of the coefficients with respect to the solution a probability solution is unique.
Keywords: Kolmogorov equation, stationary solution, uniqueness of a probability solution.
Funding agency Grant number
Russian Foundation for Basic Research 20-01-00432
Simons Foundation
This research is supported by the Russian Foundation for Basic Research Grant 20-01-00432, Moscow Center of Fundamental and Applied Mathematics, and the Simons-IUM fellowship.
Presented: D. V. Treschev
Received: 25.06.2021
Revised: 25.06.2021
Accepted: 22.07.2021
English version:
Doklady Mathematics, 2021, Volume 104, Issue 3, Pages 322–325
DOI: https://doi.org/10.1134/S1064562421060041
Bibliographic databases:
Document Type: Article
UDC: 517.955
Language: Russian
Citation: V. I. Bogachev, S. V. Shaposhnikov, “Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini’s condition”, Dokl. RAN. Math. Inf. Proc. Upr., 501 (2021), 11–15; Dokl. Math., 104:3 (2021), 322–325
Citation in format AMSBIB
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\paper Uniqueness of a probability solution to the Kolmogorov equation with a diffusion matrix satisfying Dini’s condition
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\pages 11--15
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\transl
\jour Dokl. Math.
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\pages 322--325
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  • This publication is cited in the following 2 articles:
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    Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia
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