On Reconstruction of Kolmogorov Operators with Discontinuous Coefficients

We obtain broad sufficient conditions for reconstructing the coefficients of a Kolmogorov operator by means of a solution to the Cauchy problem for the corresponding Fokker–Planck–Kolmogorov equation.

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Bibliographic Details
Published in:Doklady. Mathematics 2024, Vol.109 (2), p.103-106
Main Authors: Bogachev, V. I., Shaposhnikov, S. V.
Format: Article
Language:English
Subjects:
Cauchy problems
Fokker-Planck equation
Mathematics
Mathematics and Statistics
Citations: Items that this one cites
Online Access:Get full text
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Description
Summary:We obtain broad sufficient conditions for reconstructing the coefficients of a Kolmogorov operator by means of a solution to the Cauchy problem for the corresponding Fokker–Planck–Kolmogorov equation.
ISSN:1064-5624
1531-8362
DOI:10.1134/S1064562424600052