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


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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

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