THE SUPERPOSITION PRINCIPLE FOR SOLUTIONS TO FOKKER–PLANCK–KOLMOGOROV EQUATIONS WITH POTENTIAL TERMS

V. Bogachev; T. Krasovitskii; M. Röckner; F. Russo; S. Shaposhnikov

THE SUPERPOSITION PRINCIPLE FOR SOLUTIONS TO FOKKER–PLANCK–KOLMOGOROV EQUATIONS WITH POTENTIAL TERMS

V. Bogachev
, T. Krasovitskii
, M. Röckner
, F. Russo
, S. Shaposhnikov

Moscow State University
Bielefeld University

Research output: Contribution to journal › Article › peer-review

Abstract

We study the superposition principle giving a representation of sub-probability solutions to the Cauchy problem for the Fokker–Planck–Kolmogorov equation with a potential term by means of solutions to martingale problems.

Original language	English
Pages (from-to)	511-527
Number of pages	17
Journal	Pure and Applied Functional Analysis
Volume	11
Issue number	3
Publication status	Published - 1 Jan 2026

Keywords

Cauchy problem
Fokker–Planck–Kolmogorov equation
martingale problem
superposition principle

Cite this

@article{fcebe386aa4b472a880f42a4aca5e349,

title = "THE SUPERPOSITION PRINCIPLE FOR SOLUTIONS TO FOKKER{\textendash}PLANCK{\textendash}KOLMOGOROV EQUATIONS WITH POTENTIAL TERMS",

abstract = "We study the superposition principle giving a representation of sub-probability solutions to the Cauchy problem for the Fokker{\textendash}Planck{\textendash}Kolmogorov equation with a potential term by means of solutions to martingale problems.",

keywords = "Cauchy problem, Fokker{\textendash}Planck{\textendash}Kolmogorov equation, martingale problem, superposition principle",

author = "V. Bogachev and T. Krasovitskii and M. R{\"o}ckner and F. Russo and S. Shaposhnikov",

year = "2026",

month = jan,

day = "1",

language = "English",

volume = "11",

pages = "511--527",

journal = "Pure and Applied Functional Analysis",

issn = "2189-3756",

publisher = "Yokohama Publications",

number = "3",

}

TY - JOUR

T1 - THE SUPERPOSITION PRINCIPLE FOR SOLUTIONS TO FOKKER–PLANCK–KOLMOGOROV EQUATIONS WITH POTENTIAL TERMS

AU - Bogachev, V.

AU - Krasovitskii, T.

AU - Röckner, M.

AU - Russo, F.

AU - Shaposhnikov, S.

PY - 2026/1/1

Y1 - 2026/1/1

N2 - We study the superposition principle giving a representation of sub-probability solutions to the Cauchy problem for the Fokker–Planck–Kolmogorov equation with a potential term by means of solutions to martingale problems.

AB - We study the superposition principle giving a representation of sub-probability solutions to the Cauchy problem for the Fokker–Planck–Kolmogorov equation with a potential term by means of solutions to martingale problems.

KW - Cauchy problem

KW - Fokker–Planck–Kolmogorov equation

KW - martingale problem

KW - superposition principle

UR - https://www.scopus.com/pages/publications/105048776785

M3 - Article

AN - SCOPUS:105048776785

SN - 2189-3756

VL - 11

SP - 511

EP - 527

JO - Pure and Applied Functional Analysis

JF - Pure and Applied Functional Analysis

IS - 3

ER -

THE SUPERPOSITION PRINCIPLE FOR SOLUTIONS TO FOKKER–PLANCK–KOLMOGOROV EQUATIONS WITH POTENTIAL TERMS

Abstract

Keywords

Other files and links

Fingerprint

Cite this