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MATHEMATICS
Fokker–Planck–Kolmogorov equations with a parameter
V. I. Bogachevabcd, S. V. Shaposhnikovacd a National Research University Higher School of Economics, Moscow, Russia
b Saint-Tikhon's Orthodox University, Moscow, Russia
c Lomonosov Moscow State University, Moscow, Russia
d Moscow Center for Fundamental and Applied Mathematics
Abstract:
For Fokker–Planck–Kolmogorov equations with coefficients depending measurably on a parameter we prove the existence of solutions that are measurable with respect to this parameter.
Keywords:
Fokker–Planck–Kolmogorov equation, measurability with respect to a parameter.
Received: 22.06.2023 Revised: 24.08.2023 Accepted: 20.09.2023
Citation:
V. I. Bogachev, S. V. Shaposhnikov, “Fokker–Planck–Kolmogorov equations with a parameter”, Dokl. RAN. Math. Inf. Proc. Upr., 513 (2023), 21–26; Dokl. Math., 108:2 (2023), 357–362
Linking options:
https://www.mathnet.ru/eng/danma412 https://www.mathnet.ru/eng/danma/v513/p21
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Abstract page: | 89 | References: | 18 |
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