Existence is proved for solutions of nonlinear stationary Kolmogorov equations with partially degenerate diffusion and discontinuous coefficients using a Lyapunov integral condition and projection regularity.
Averboukh, Viability analysis of the first-order mean field games, ESAIM: Control, Optimisation and Calculus of Variations 26 (2020): 33
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Existence theorems for nonlinear stationary Kolmogorov equations with partially degenerate diffusion matrices
Existence is proved for solutions of nonlinear stationary Kolmogorov equations with partially degenerate diffusion and discontinuous coefficients using a Lyapunov integral condition and projection regularity.