Abstract
We study the Cauchy problem for Fokker–Planck–Kolmogorov equations for finite measures with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are given.
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Acknowledgments
The authors are grateful to V.I. Bogachev for fruitful discussions and valuable remarks.
The work was partially supported by the RFBR Grants 14-01-00237, 14-01-91158, 14-01-00736, 14-01-90406, 15-31-20082 and by the Simons Foundation.
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Manita, O.A., Shaposhnikov, S.V. On the Cauchy Problem for Fokker–Planck–Kolmogorov Equations with Potential Terms on Arbitrary Domains. J Dyn Diff Equat 28, 493–518 (2016). https://doi.org/10.1007/s10884-015-9453-y
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DOI: https://doi.org/10.1007/s10884-015-9453-y