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Trudy Moskovskogo Matematicheskogo Obshchestva, 2013, Volume 74, Issue 1, Pages 17–34
(Mi mmo539)
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This article is cited in 4 scientific papers (total in 4 papers)
The Fokker–Planck–Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix
S. V. Shaposhnikov M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
We study solutions of the Fokker–Planck–Kolmogorov equation with unbounded coefficients and a non-uniformly elliptic diffusion matrix. Upper bounds for solutions are obtained. In addition, new estimates with a Lyapunov function are obtained.
Key words and phrases:
parabolic equations for measures; Fokker–Planck–Kolmogorov equation; diffusion processes.
Received: 05.02.2013
Citation:
S. V. Shaposhnikov, “The Fokker–Planck–Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix”, Tr. Mosk. Mat. Obs., 74, no. 1, MCCME, M., 2013, 17–34; Trans. Moscow Math. Soc., 74 (2013), 15–29
Linking options:
https://www.mathnet.ru/eng/mmo539 https://www.mathnet.ru/eng/mmo/v74/i1/p17
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Abstract page: | 1228 | Full-text PDF : | 469 | References: | 65 |
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