Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness

Marco Rehmeier

Let the coefficients $a_{ij}$ and $b_i$, $i,j\le d$, of the linear Fokker-Planck-Kolmogorov equation (FPK-eq.) $$\partial_tμ_t = \partial_i\partial_j(a_{ij}μ_t)-\partial_i(b_iμ_t…