Email this article Integrability and continuity of densities of stationary distributions of diffusions
- Authors: Bogachev V.I.1,2, Shaposhnikov S.V.1,2
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Affiliations:
- Faculty of Mechanics and Mathematics
- St. Tikhon’s Orthodox University
- Issue: Vol 94, No 1 (2016)
- Pages: 355-360
- Section: Mathematics
- URL: https://journal-vniispk.ru/1064-5624/article/view/223943
- DOI: https://doi.org/10.1134/S1064562416040013
- ID: 223943
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Abstract
New results concerning improved local integrability and continuity of the densities of solutions to stationary Kolmogorov equations with diffusion matrices of low regularity and with locally unbounded drift coefficients are obtained.
About the authors
V. I. Bogachev
Faculty of Mechanics and Mathematics; St. Tikhon’s Orthodox University
Author for correspondence.
Email: vibogach@mail.ru
Russian Federation, Moscow, 119991; Moscow
S. V. Shaposhnikov
Faculty of Mechanics and Mathematics; St. Tikhon’s Orthodox University
Email: vibogach@mail.ru
Russian Federation, Moscow, 119991; Moscow
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