{"title":"Khasminskii’s Theorem for the Kolmogorov Equation with Partially Degenerate Diffusion Matrix","authors":"S. V. Shaposhnikov, D. V. Shatilovich","doi":"10.1134/s0001434624030155","DOIUrl":null,"url":null,"abstract":"<h3 data-test=\"abstract-sub-heading\">Abstract</h3><p> The stationary Kolmogorov equation with partially degenerate diffusion matrix and discontinuous drift coefficient is studied. Sufficient conditions for the existence of a probability solution are obtained. Examples demonstrating the sharpness of these conditions are given. </p>","PeriodicalId":18294,"journal":{"name":"Mathematical Notes","volume":"20 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2024-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Notes","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1134/s0001434624030155","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
The stationary Kolmogorov equation with partially degenerate diffusion matrix and discontinuous drift coefficient is studied. Sufficient conditions for the existence of a probability solution are obtained. Examples demonstrating the sharpness of these conditions are given.
期刊介绍：
Mathematical Notes is a journal that publishes research papers and review articles in modern algebra, geometry and number theory, functional analysis, logic, set and measure theory, topology, probability and stochastics, differential and noncommutative geometry, operator and group theory, asymptotic and approximation methods, mathematical finance, linear and nonlinear equations, ergodic and spectral theory, operator algebras, and other related theoretical fields. It also presents rigorous results in mathematical physics.
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