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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2024 Volume 116, Issue 3, Pages 421–431 (Mi mzm14489)

Papers published in the English version of the journal

On dependence of solutions to Fokker–Planck–Kolmogorov equations on their coefficients and initial data

V. I. Bogachevabcd, I. I. Malofeevbd, S. V. Shaposhnikovabc

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

Abstract: We consider the Cauchy problem for the Fokker–Planck–Kolmogorov equation where the coefficients and the initial data depend measurably on a parameter and show that there is a selection of a solution measurable with respect to the parameter. In particular, the coefficients and the initial data themselves can be regarded as parameters. Several settings of the problem are discussed in which the measurability of solutions with respect to parameters is established.

Keywords: Fokker–Planck–Kolmogorov equation, Cauchy problem, measurability with respect to a parameter.

Received: 07.08.2024
Revised: 07.08.2024

Language: English


 English version:
Mathematical Notes, 2024, 116:3, 421–431


© Steklov Math. Inst. of RAS, 2024