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Principle Seminar of the Department of Probability Theory, Moscow State University
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On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations S. V. Shaposhnikov Lomonosov Moscow State University, Faculty of Mechanics and Mathematics |
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Abstract: We will discuss some generalizations of the known Ambrosio-Figalli-Trevisan superposition principle for probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation, according to which such a solution is generated by a solution to the corresponding martingale problem. We will also discuss how the superposition principle can be useful for the study of uniqueness problems for Fokker-Planck-Kolmogorov equations with coefficients of low regularity. |
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