On Non-Uniqueness of Probability Solutions to the Two-Dimensional Stationary Fokker–Planck–Kolmogorov Equation


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Аннотация

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.

Авторлар туралы

V. Bogachev

Department of Mechanics and Mathematics; National Research University Higher School of Economics; St.-Tikhon’s Orthodox University

Хат алмасуға жауапты Автор.
Email: vibogach@mail.ru
Ресей, Moscow, 119991; Moscow; Moscow

T. Krasovitskii

Department of Mechanics and Mathematics

Email: vibogach@mail.ru
Ресей, 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
Ресей, Moscow, 119991; Moscow; Moscow

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