Existence theorems for nonlinear stationary Kolmogorov equations with partially degenerate diffusion matrices

Abstract

We study nonlinear stationary Kolmogorov equations with degenerate diffusion matrices and discontinuous coefficients. The existence of a solution is proved. We propose a new approach based on an integral condition with Lyapunov functions and a regularity of projections of solutions in the partially degenerate case. Examples are given to illustrate the results.