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JOURNALS // Trudy Moskovskogo Matematicheskogo Obshchestva // Archive

Tr. Mosk. Mat. Obs., 2013 Volume 74, Issue 1, Pages 17–34 (Mi mmo539)

This article is cited in 4 papers

The Fokker–Planck–Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix

S. V. Shaposhnikov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: We study solutions of the Fokker–Planck–Kolmogorov equation with unbounded coefficients and a non-uniformly elliptic diffusion matrix. Upper bounds for solutions are obtained. In addition, new estimates with a Lyapunov function are obtained.

Key words and phrases: parabolic equations for measures; Fokker–Planck–Kolmogorov equation; diffusion processes.

UDC: 517.986.7

MSC: 35R15, 35K10, 60J60

Received: 05.02.2013


 English version:
Transactions of the Moscow Mathematical Society, 2013, 74, 15–29

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