Honam Mathematical Journal (호남수학학술지)

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ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION

  • Lee, Joongul (Department of Mathematics Education, Hongik University)
  • Received : 2013.08.22
  • Accepted : 2013.09.10
  • Published : 2013.12.25
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Abstract

In this paper, we raise a question regarding existence and uniqueness of the steady-state solution of a type of Kolmogorov forward equation. We prove that the question has a positive answer for trivial vector fields, and also provide examples which show that the compactness assumption is necessary.

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References

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Cited by

  1. A NOTE ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION vol.27, pp.1, 2014, https://doi.org/10.14403/jcms.2014.27.1.35