On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations


الملخص بالإنكليزية

We prove a generalization of the known result of Trevisan on the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation, according to which such a solution is generated by a solution to the corresponding martingale problem. The novelty is that in place of the integrability of the diffusion and drift coefficients $A$ and $b$ with respect to the solution we require the integrability of $(|A(t,x)|+|langle b(t,x),xrangle |)/(1+|x|^2)$. Therefore, in the case where there are no a priori global integrability conditions the function $|A(t,x)|+|langle b(t,x),xrangle |$ can be of quadratic growth. Moreover, as a corollary we obtain that under mild conditions on the initial distribution it is sufficient to have the one-sided bound $langle b(t,x),xrangle le C+C|x|^2 log |x|$ along with $|A(t,x)|le C+C|x|^2 log |x|$.

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