电邮这篇文章 FOKKER–PLANCK–KOLMOGOROV EQUATIONS WITH A PARAMETER
- 作者: Bogachev V.1,2,3,4, Shaposhnikov S.1,2,4
-
隶属关系:
- Moscow State Lomonosov University
- National Research University Higher School of Economics
- Saint-Tikhon’s Orthodox University
- Moscow Center of Fundamental and Applied Mathematics
- 期: 卷 513, 编号 1 (2023)
- 页面: 21-26
- 栏目: МАТЕМАТИКА
- URL: https://journals.rcsi.science/2686-9543/article/view/247065
- DOI: https://doi.org/10.31857/S2686954323700273
- EDN: https://elibrary.ru/ZHHFWI
- ID: 247065
如何引用文章
开放存取
##reader.subscriptionAccessGranted##
订阅存取
详细
For Fokker–Planck–Kolmogorov equations with coefficients depending measurably on a parameter we prove the existence of solutions that are measurable with respect to this parameter.
作者简介
V. Bogachev
Moscow State Lomonosov University; National Research University Higher School of Economics; Saint-Tikhon’s Orthodox University; Moscow Center of Fundamental and Applied Mathematics
编辑信件的主要联系方式.
Email: vibogach@mail.ru
Russia, Moscow; Russia, Moscow; Russia, Moscow; Russia, Moscow
S. Shaposhnikov
Moscow State Lomonosov University; National Research University Higher School of Economics; Moscow Center of Fundamental and Applied Mathematics
Email: vibogach@mail.ru
Russia, Moscow; Russia, Moscow; Russia, Moscow
参考
- Крылов Н.В. Управляемые процессы диффузионного типа. М., Наука, 1977.
- Arapostathis A., Borkar V.S., Ghosh M.K. Ergodic control of diffusion processes. Cambridge, Cambridge University Press, 2012.
- Stroock D.W., Varadhan S.R.S. Multidimensional diffusion processes. Berlin–New York, Springer-Verlag, 1979.
- Bogachev V.I., Krylov N.V., Röckner M., Shaposhni-kov S.V. Fokker–Planck–Kolmogorov equations. Amer. Math. Soc., Providence, Rhode Island, 2015.
- Bogachev V.I. Measure theory. V. 1, 2. Berlin, Springer-Verlag, 2007.
- Bogachev V.I. Weak convergence of measures. Amer. Math. Soc., Rhode Island, Providence, 2018.
- Dellacherie C. Un cours sur les ensembles analytiques. In: Analytic sets, New York, Academic Press, 1980. P. 184–316.
- Крылов Н.В. // Изв. АН СССР. Сер. матем. 1973. Т. 37. № 3. С. 691–708.
- Pardoux E., Veretennikov A.Yu. // Ann. Probab. 2001. V. 29. № 3. P. 1061–1085.
- Pardoux E., Veretennikov A.Yu. // Ann. Probab. 2003. V. 31. № 3. P. 1166–1192.
- Pardoux E., Veretennikov A.Yu. // Ann. Probab. 2005. V. 33. № 3. P. 1111–1133.
- Veretennikov A.Yu. // J. Math. Sci. (New York). 2011. V. 179. № 1. P. 48–79.
- Bogachev V.I., Shaposhnikov S.V., Veretennikov A.Yu. // Discrete Contin. Dyn. Syst. 2016. V. 36. № 7. P. 3519–3543.
- Богачев В.И., Рёкнер М., Шапошников С.В. // Докл. АН. 2019. Т. 487. № 5. С. 483–486.
