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European Investment Bank

Luxembourg

1 paper here3 citations across 1
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  • math.PR1
ROR 03zxry661OpenAlex

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most citedExistence and uniqueness results for time-inhomogeneous time-change equations and Fokker--Planck equations

3 citations

researchers with a paper here
  • David J. Prömel1 · h 7
  • Leif Döring1 · h 3
  • Lukas Gonon1 · h 17
  • O. Reichmann1 · h 8
collaborating institutions
  • University of MannheimDE1 paper
  • University of OxfordGB1 paper
  • University of St.GallenCH1 paper

1 paper

math.PR2018★ 3 cited

Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker--Planck equations

Leif Döring, Lukas Gonon, David J. Prömel +1

We prove existence and uniqueness of solutions to Fokker--Planck equations associated to Markov operators multiplicatively perturbed by degenerate time-inhomogeneous coefficients.…

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