On the Superposition Principle for Fokker-Planck-Kolmogorov Equations

Bogachev VI, Röckner M, Shaposhnikov SV (2019)
DOKLADY MATHEMATICS 100(1): 363-366.

Zeitschriftenaufsatz | Veröffentlicht| Englisch
 
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Autor/in
Bogachev, V. I.; Röckner, MichaelUniBi; Shaposhnikov, S. V.
Abstract / Bemerkung
A generalization of the superposition principle for probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation is given, according to which such a solution is generated by a solution to the corresponding martingale problem.
Erscheinungsjahr
2019
Zeitschriftentitel
DOKLADY MATHEMATICS
Band
100
Ausgabe
1
Seite(n)
363-366
ISSN
1064-5624
eISSN
1531-8362
Page URI
https://pub.uni-bielefeld.de/record/2937867

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Bogachev VI, Röckner M, Shaposhnikov SV. On the Superposition Principle for Fokker-Planck-Kolmogorov Equations. DOKLADY MATHEMATICS. 2019;100(1):363-366.
Bogachev, V. I., Röckner, M., & Shaposhnikov, S. V. (2019). On the Superposition Principle for Fokker-Planck-Kolmogorov Equations. DOKLADY MATHEMATICS, 100(1), 363-366. doi:10.1134/S1064562419040136
Bogachev, V. I., Röckner, M., and Shaposhnikov, S. V. (2019). On the Superposition Principle for Fokker-Planck-Kolmogorov Equations. DOKLADY MATHEMATICS 100, 363-366.
Bogachev, V.I., Röckner, M., & Shaposhnikov, S.V., 2019. On the Superposition Principle for Fokker-Planck-Kolmogorov Equations. DOKLADY MATHEMATICS, 100(1), p 363-366.
V.I. Bogachev, M. Röckner, and S.V. Shaposhnikov, “On the Superposition Principle for Fokker-Planck-Kolmogorov Equations”, DOKLADY MATHEMATICS, vol. 100, 2019, pp. 363-366.
Bogachev, V.I., Röckner, M., Shaposhnikov, S.V.: On the Superposition Principle for Fokker-Planck-Kolmogorov Equations. DOKLADY MATHEMATICS. 100, 363-366 (2019).
Bogachev, V. I., Röckner, Michael, and Shaposhnikov, S. V. “On the Superposition Principle for Fokker-Planck-Kolmogorov Equations”. DOKLADY MATHEMATICS 100.1 (2019): 363-366.