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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2511.08781 |
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| _version_ | 1866914152729018368 |
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| author | Bogachev, V. I. Shaposhnikov, S. V. Shatilovich, D. V. |
| author_facet | Bogachev, V. I. Shaposhnikov, S. V. Shatilovich, D. V. |
| contents | We obtain sufficient conditions for the uniqueness of a probability solution to the stationary Kolmogorov equation with a degenerate diffusion matrix. We employ the method of doubling variables known in stochastic analysis directly to the Kolmogorov equation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_08781 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Doubling variables and uniqueness of probability solutions to degenerate stationary Kolmogorov equations Bogachev, V. I. Shaposhnikov, S. V. Shatilovich, D. V. Analysis of PDEs Probability We obtain sufficient conditions for the uniqueness of a probability solution to the stationary Kolmogorov equation with a degenerate diffusion matrix. We employ the method of doubling variables known in stochastic analysis directly to the Kolmogorov equation. |
| title | Doubling variables and uniqueness of probability solutions to degenerate stationary Kolmogorov equations |
| topic | Analysis of PDEs Probability |
| url | https://arxiv.org/abs/2511.08781 |