RUS  ENG
Full version
JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive
Dokl. RAN. Math. Inf. Proc. Upr., 2024 Volume 516, Pages 5–8 (Mi danma505)
MATHEMATICS

On reconstruction of Kolmogorov operators with discontinuous coefficients

V. I. Bogachevabc, S. V. Shaposhnikovab

a Lomonosov Moscow State University, Moscow, Russia
b National Research University Higher School of Economics, Moscow
c St. Tikhon's Orthodox University, Moscow

Abstract: We obtain broad sufficient conditions for reconstructing the coefficients of a Kolmogorov operator by means of a solution to the Cauchy problem for the corresponding Fokker–Planck–Kolmogorov equation.

Keywords: Kolmogorov operator, Fokker–Planck–Kolmogorov equation, martingale problem.

UDC: 517.955

Received: 23.01.2024
Revised: 09.02.2024
Accepted: 09.02.2024

DOI: 10.31857/S2686954324020018


 English version: Doklady Mathematics, 2024, 109:2, 103–108

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2024