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arXiv · 2511.08781

Doubling variables and uniqueness of probability solutions to degenerate stationary Kolmogorov equations

V. I. Bogachev·S. V. Shaposhnikov·D. V. Shatilovich
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Abstract

We obtain sufficient conditions for the uniqueness of a probability solution to the stationary Kolmogorov equation with a degenerate diffusion matrix. We employ the method of doubling variables known in stochastic analysis directly to the Kolmogorov equation.

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V. I. Bogachev, S. V. Shaposhnikov, D. V. Shatilovich. 2025-11-11. Doubling variables and uniqueness of probability solutions to degenerate stationary Kolmogorov equations. https://arxiv.org/abs/2511.08781

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