The Fokker–Planck–Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix
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S. V. Shaposhnikov
Translated by: E. Khukhro - Trans. Moscow Math. Soc. 2013, 15-29
- DOI: https://doi.org/10.1090/S0077-1554-2014-00211-9
- Published electronically: April 9, 2014
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.References
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Bibliographic Information
- S. V. Shaposhnikov
- Affiliation: Moscow State University
- Email: starticle@mail.ru
- 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.
- © Copyright 2014 S. V. Shaposhnikov
- 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
- MathSciNet review: 3235788