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Khasminskii’s Theorem for the Kolmogorov Equation with Partially Degenerate Diffusion Matrix

Pub Date : 2024-07-05 DOI:10.1134/s0001434624030155
S. V. Shaposhnikov, D. V. Shatilovich
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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.

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具有部分退化扩散矩阵的柯尔莫哥洛夫方程的哈斯明斯基定理
摘要 研究了具有部分退化扩散矩阵和不连续漂移系数的静态 Kolmogorov 方程。获得了概率解存在的充分条件。举例说明了这些条件的尖锐性。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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