On Non-Uniqueness of Probability Solutions to the Two-Dimensional Stationary Fokker–Planck–Kolmogorov Equation
- Autores: Bogachev V.I.1,2,3, Krasovitskii T.I.1, Shaposhnikov S.V.1,2,3
-
Afiliações:
- Department of Mechanics and Mathematics
- National Research University Higher School of Economics
- St.-Tikhon’s Orthodox University
- Edição: Volume 98, Nº 2 (2018)
- Páginas: 475-479
- Seção: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225561
- DOI: https://doi.org/10.1134/S1064562418060212
- ID: 225561
Citar
Resumo
The problem of uniqueness of probability solutions to the two-dimensional stationary Fokker–Planck–Kolmogorov equation is considered. Under broad conditions, it is proved that the existence of two different probability solutions implies the existence of an infinite set of linearly independent probability solutions.
Sobre autores
V. Bogachev
Department of Mechanics and Mathematics; National Research University Higher School of Economics; St.-Tikhon’s Orthodox University
Autor responsável pela correspondência
Email: vibogach@mail.ru
Rússia, Moscow, 119991; Moscow; Moscow
T. Krasovitskii
Department of Mechanics and Mathematics
Email: vibogach@mail.ru
Rússia, Moscow, 119991
S. Shaposhnikov
Department of Mechanics and Mathematics; National Research University Higher School of Economics; St.-Tikhon’s Orthodox University
Email: vibogach@mail.ru
Rússia, Moscow, 119991; Moscow; Moscow
Arquivos suplementares
