On Non-Uniqueness of Probability Solutions to the Two-Dimensional Stationary Fokker–Planck–Kolmogorov Equation
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The problem of uniqueness of probability solutions to the two-dimensional stationary Fokker–Planck–Kolmogorov equation is considered. Under broad conditions, it is proved that the existence of two different probability solutions implies the existence of an infinite set of linearly independent probability solutions.
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