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Theory of Probability and its Applications / Volume 56 / Issue 1

Theory Probab. Appl. 56, pp. 96-115 (20 pages)

On Uniqueness of a Probability Solution to the Cauchy Problem for the Fokker–Planck–Kolmogorov Equation

S. V. Shaposhnikov

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We obtain sufficient conditions for the uniqueness of a solution to the Cauchy problem on the whole space for the Fokker–Planck–Kolmogorov equation for probability measures under broad assumptions on coefficients and for arbitrary initial conditions. In particular, we do not assume any restrictions on the coefficients growth.

© 2012 Society for Industrial and Applied Mathematics

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ISSN

0040-585X (print)  
1095-7219 (online)

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$abstract.society.value is a Member of CrossRef Society for Industrial and Applied Mathematics

ARTICLE DATA

History
Received November 28, 2010
Digital Object Identifier
http://dx.doi.org/10.1137/S0040585X97985212

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