Integrability and continuity of solutions to Fokker–Planck–Kolmogorov equations


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New results concerning the local integrability of any order and continuity of solution densities of Fokker–Planck–Kolmogorov equations with nondifferentiable coefficients are obtained.

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V. Bogachev

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

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Email: vibogach@mail.ru
俄罗斯联邦, Moscow; Moscow; Moscow

S. Shaposhnikov

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

Email: vibogach@mail.ru
俄罗斯联邦, Moscow; Moscow; Moscow


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