Fokker-planck-kolmogorov Equations

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Fokker-planck-kolmogorov Equations

Fokker-planck-kolmogorov Equations

Name: Fokker-planck-kolmogorov Equations
ISBN: 9784354034034

Vladimir I. Bogachev, Nicolai V. Krylov, Michael Rockner, Stanislav V. Shaposhnikov

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This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations

Kategori:

Mathematics

Tahun:

2015

Penerbit:

American Mathematical Society

Bahasa:

english

Halaman:

482

ISBN 10:

4354034034