2 papers
math.AP2025
Doubling variables and uniqueness of probability solutions to degenerate stationary Kolmogorov equations
V. I. Bogachev, S. V. Shaposhnikov, D. V. Shatilovich
We obtain sufficient conditions for the uniqueness of a probability solution to the stationary Kolmogorov equation with a degenerate diffusion matrix. We employ the method of doubl…
math.AP2025
Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria
Stanislav V. Shaposhnikov, Dmitry V. Shatilovich
We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Fi…