Integrability and continuity of solutions to Fokker–Planck–Kolmogorov equations
- Authors: Bogachev V.I.1,2,3, Shaposhnikov S.V.1,2,3
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Affiliations:
- Department of Mechanics and Mathematics
- National Research University Higher School of Economics
- St. Tikhon’s Orthodox Humanitarian University
- Issue: Vol 96, No 3 (2017)
- Pages: 583-586
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225424
- DOI: https://doi.org/10.1134/S1064562417060175
- ID: 225424
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Abstract
New results concerning the local integrability of any order and continuity of solution densities of Fokker–Planck–Kolmogorov equations with nondifferentiable coefficients are obtained.
About the authors
V. I. Bogachev
Department of Mechanics and Mathematics; National Research University Higher School of Economics; St. Tikhon’s Orthodox Humanitarian University
Author for correspondence.
Email: vibogach@mail.ru
Russian Federation, Moscow; Moscow; Moscow
S. V. Shaposhnikov
Department of Mechanics and Mathematics; National Research University Higher School of Economics; St. Tikhon’s Orthodox Humanitarian University
Email: vibogach@mail.ru
Russian Federation, Moscow; Moscow; Moscow