Abstract:
In this note we study the stationary Kolmogorov equation and prove that, in the case where the diffusion matrix satisfies Dini’s condition and the drift coefficient is locally integrable to a power greater than the dimension, the ratio of two probability solutions belongs to the Sobolev class, and in the case of existence of a Lyapunov function or the global integrability of the coefficients with respect to the solution a probability solution is unique.
Keywords:Kolmogorov equation, stationary solution, uniqueness of a probability solution.
UDC:517.955
Presented:D. V. Treschev Received: 25.06.2021 Revised: 25.06.2021 Accepted: 22.07.2021