Author:
Bogachev V. I.,Krasovitskii T. I.,Shaposhnikov S. V.
Abstract
Abstract
The paper gives a solution to the long-standing problem of uniqueness for probability solutions to the Cauchy problem for the Fokker- Planck-Kolmogorov equation with an unbounded drift coefficient and unit diffusion coefficient. It is proved that in the one-dimensional case uniqueness holds and in all other dimensions it fails. The case of nonconstant diffusion coefficients is also investigated.
Bibliography: 70 titles.
Funder
Russian Foundation for Basic Research
Simons Foundation
Contest «Young Russian Mathematics»
Foundation for the Advancement of Theoretical Physics and Mathematics BASIS
Moscow Center of Fundamental and Applied Mathematics
Subject
Algebra and Number Theory
Cited by
4 articles.
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