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Beijing–Moscow Mathematics Colloquium
5 мая 2023 г. 11:00–12:00, г. Москва, online
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On the superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
S. V. Shaposhnikov Lomonosov Moscow State University
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Эта страница: | 113 |
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Аннотация:
The superposition principle expresses a deep connection between the solutions of the martingale problem and the probability solutions of the Fokker-Planck-Kolmogorov equation. It has been extensively studied in recent years and the best-known results were obtained by L. Ambrosio, A. Figalli, and D. Trevisan. We will present a generalization of the superposition principle in the case of unbounded coefficients and arbitrary domain, demonstrate several counterexamples and formulate open problems.
Язык доклада: английский
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