Degenerate Elliptic Equations and Nonuniqueness of Solutions to the Kolmogorov Equation


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Abstract

In this paper we propose a new method of constructing examples of nonuniqueness of probability solutions by reducing the stationary Fokker–Planck–Kolmogorov equation to a degenerate elliptic equation on a bounded domain.

About the authors

T. I. Krasovitskii

Department of Mechanics and Mathematics,
Moscow State University

Author for correspondence.
Email: tik714@yandex.ru
Russian Federation, Moscow, 119991

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