Doubling variables and uniqueness of probability solutions to degenerate stationary Kolmogorov equations

2025/11/11 by В. И. Богачев, Bogachev, V. I., S. V. Shaposhnikov +3
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #stochastic dynamics and bifurcation

paper · pdf · doi:10.48550/arxiv.2511.08781

openalex publication_date 2025/11/11 · openalex created_date 2025/11/14 · openalex updated_date 2026/07/28

Abstract

We obtain sufficient conditions for the uniqueness of a probability solution to the stationary Kolmogorov equation with a degenerate diffusion matrix. We employ the method of doubling variables known in stochastic analysis directly to the Kolmogorov equation.

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