FOKKER–PLANCK–KOLMOGOROV EQUATIONS WITH A PARAMETER

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Abstract

For Fokker–Planck–Kolmogorov equations with coefficients depending measurably on a parameter we prove the existence of solutions that are measurable with respect to this parameter.

About the authors

V. I. Bogachev

Moscow State Lomonosov University; National Research University Higher School of Economics; Saint-Tikhon’s Orthodox University; Moscow Center of Fundamental and Applied Mathematics

Author for correspondence.
Email: vibogach@mail.ru
Russia, Moscow; Russia, Moscow; Russia, Moscow; Russia, Moscow

S. V. Shaposhnikov

Moscow State Lomonosov University; National Research University Higher School of Economics; Moscow Center of Fundamental and Applied Mathematics

Email: vibogach@mail.ru
Russia, Moscow; Russia, Moscow; Russia, Moscow

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