- PII
- 10.31857/S2686954324020018-1
- DOI
- 10.31857/S2686954324020018
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ Edition
- Volume 516 / Issue number 1
- Pages
- 5-8
- Abstract
- We obtain broad sufficient conditions for reconstructing the coefficients of a Kolmogorov operator by means of a solution to the Cauchy problem for the corresponding Fokker–Planck–Kolmogorov equation.
- Keywords
- оператор Колмогорова уравнение Фоккера–Планка–Колмогорова мартингальная задача
- Date of publication
- 15.10.2024
- Year of publication
- 2024
- Number of purchasers
- 0
- Views
- 41
References
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- 2. Богачев В.И., Рёкнер М., Шапошников С.В. // Теория вероятн. и ее примен. 2023. Т. 68. № 3. С. 420–455.
- 3. Bogachev V.I., Krylov N.V., Röckner M., Shaposhnikov S.V. Fokker–Planck–Kolmogorov equations, Amer. Math. Soc., Providence, Rhode Island, 2015.
- 4. Stroock D.W., Varadhan S.R.S. Multidimensional diffusion processes. Springer-Verlag, Berlin – New York, 1979.
- 5. Rogers L.C.G., Williams D. Diffusions, Markov processes, and martingales. V. 2. Itô calculus. Cambridge University Press, Cambridge, 2000.
- 6. Figalli A. // J. Funct. Anal. 2008. V. 254. N 1. P. 109–153.
- 7. Trevisan D. // Electron. J. Probab. 2016. V. 21, Paper No. 22, 41 pp.
- 8. Bogachev V.I., Röckner M., Shaposhnikov S.V. // J. Dynam. Differ. Equat. 2021. V. 33. N 2. P. 715–739.
