V. I. Bogachev, T. I. Krasovitskii, S. V. Shaposhnikov, “The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation”, Dokl. RAN. Math. Inf. Proc. Upr., 2020, Volume 495,Pages <nobr>22

This article is cited in 1 paper

MATHEMATICS

The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation

V. I. Bogachev^abcd, T. I. Krasovitskii^ad, S. V. Shaposhnikov^abcd

^a Lomonosov Moscow State University, Moscow, Russian Federation
^b National Research University "Higher School of Economics", Moscow, Russian Federation
^c St. Tikhon's Orthodox University, Moscow, Russian Federation
^d Moscow Center for Fundamental and Applied Mathematics, Moscow, Russian Federation

Abstract: We give a solution to the Kolmogorov problem on uniqueness of probability solutions to a parabolic Fokker–Planck–Kolmogorov equation.

Keywords: Fokker–Planck–Kolmogorov equation, Cauchy problem, uniqueness of a solution.

UDC: 517.955

Presented: A. N. Shiryaev
Received: 20.08.2020
Revised: 20.08.2020
Accepted: 17.09.2020

DOI: 10.31857/S2686954320060065