On Non-Uniqueness of Probability Solutions to the Two-Dimensional Stationary Fokker–Planck–Kolmogorov Equation
- Авторы: Bogachev V.I.1,2,3, Krasovitskii T.I.1, Shaposhnikov S.V.1,2,3
-
Учреждения:
- Department of Mechanics and Mathematics
- National Research University Higher School of Economics
- St.-Tikhon’s Orthodox University
- Выпуск: Том 98, № 2 (2018)
- Страницы: 475-479
- Раздел: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225561
- DOI: https://doi.org/10.1134/S1064562418060212
- ID: 225561
Цитировать
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.
Об авторах
V. Bogachev
Department of Mechanics and Mathematics; National Research University Higher School of Economics; St.-Tikhon’s Orthodox University
Автор, ответственный за переписку.
Email: vibogach@mail.ru
Россия, Moscow, 119991; Moscow; Moscow
T. Krasovitskii
Department of Mechanics and Mathematics
Email: vibogach@mail.ru
Россия, 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
Россия, Moscow, 119991; Moscow; Moscow
Дополнительные файлы
