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Transactions of the Moscow Mathematical Society

ISSN 1547-738X(online) ISSN 0077-1554(print)

   
 
 

 

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


Author: S. V. Shaposhnikov
Translated by: E. Khukhro
Original publication: Trudy Moskovskogo Matematicheskogo Obshchestva, tom 74 (2013), vypusk 1.
Journal: Trans. Moscow Math. Soc. 2013, 15-29
MSC (2010): Primary 35R15; Secondary 35K10, 60J60
DOI: https://doi.org/10.1090/S0077-1554-2014-00211-9
Published electronically: April 9, 2014
MathSciNet review: 3235788
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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.


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Additional Information

S. V. Shaposhnikov
Affiliation: Moscow State University
Email: starticle@mail.ru

DOI: https://doi.org/10.1090/S0077-1554-2014-00211-9
Keywords: Parabolic equations for measures, Fokker--Planck--Kolmogorov equation, diffusion processes
Published electronically: April 9, 2014
Additional Notes: This research was supported by the Russian Foundation for Basic Research (grant nos. 13-01-00332-a, 11-01-00348-a, 12-01-33009, 11-01-12018-ofi-m-2011, 13-01-92100 JF) and Programme SFB 701 of Bielefeld University, Germany.
Article copyright: © Copyright 2014 S. V. Shaposhnikov

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