RUS  ENG
Full version
JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive

Dokl. RAN. Math. Inf. Proc. Upr., 2022 Volume 506, Pages 20–24 (Mi danma291)

This article is cited in 1 paper

MATHEMATICS

Applications of Zvonkin's transform to stationary Kolmogorov equations

V. I. Bogachevabc, M. Röcknerd, S. V. Shaposhnikovab

a Lomonosov Moscow State University
b HSE University, Moscow, Russia
c St. Tikhon's Orthodox University, Moscow, Russia
d Bielefeld University, Bielefeld, Germany

Abstract: In this note we develop a new analytic version of Zvonkin’s transform of the drift coefficient of a stationary Kolmogorov equation and apply this transform to derive the Harnack inequality for nonnegative solutions in the case where the diffusion matrix is not locally Sobolev. We also obtain a generalization of the known theorem of Hasminskii on existence of a probability solution to the stationary Kolmogorov equation.

Keywords: stationary Kolmogorov equation, Dini’s condition, class VMO, Zvonkin’s transform.

UDC: 517.956

Presented: A. N. Shiryaev
Received: 31.05.2022
Revised: 19.06.2022
Accepted: 15.07.2022

DOI: 10.31857/S2686954322050046


 English version:
Doklady Mathematics, 2022, 106:2, 318–321

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024