Estimates for Solutions to Fokker–Planck–Kolmogorov Equations with Integrable Drifts
- Authors: Bogachev V.I.1,2,3, Shaposhnikov A.V.1, Shaposhnikov S.V.1,2,3
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Affiliations:
- Faculty of Mechanics and Mathematics
- National Research University Higher School of Economics
- St. Tikhon’s Orthodox University
- Issue: Vol 98, No 3 (2018)
- Pages: 559-563
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225581
- DOI: https://doi.org/10.1134/S1064562418070074
- ID: 225581
Cite item
Abstract
The result of this paper states that every probability measure satisfying the stationary Fokker–Planck–Kolmogorov equation obtained by a -integrable perturbation of the drift term–x of the Ornstein–Uhlenbeck operator is absolutely continuous with respect to the corresponding Gaussian measure γ and \(f = \frac{{d\mu }}{{d\gamma }}\) for the density the integral of
About the authors
V. I. Bogachev
Faculty of Mechanics and Mathematics; National Research University Higher School of Economics; St. Tikhon’s Orthodox University
Author for correspondence.
Email: vibogach@mail.ru
Russian Federation, Moscow, 119991; Moscow, 101000; Moscow, 115184
A. V. Shaposhnikov
Faculty of Mechanics and Mathematics
Email: vibogach@mail.ru
Russian Federation, Moscow, 119991
S. V. Shaposhnikov
Faculty of Mechanics and Mathematics; National Research University Higher School of Economics; St. Tikhon’s Orthodox University
Email: vibogach@mail.ru
Russian Federation, Moscow, 119991; Moscow, 101000; Moscow, 115184