Fokker-Planck-Kolmogorov equations
By: Vladimir I. Bogachev, Nicolai V. Krylov, Michael Röckner, Stanislav V. Shaposhnikov
Series: Mathematical surveys and monographs -- volume 207
Publisher: American Mathematical Society
Published: 2015
Place of publication: Providence, Rhode Island
Language: eng
Number of pages: 482
ISBN-13: 9781470425586
Subjects: Fokker-Planck equation; Partial differential equations -- Research exposition (monographs, survey articles); Stochastic differential equations; Probability theory and stochastic processes -- Markov processes -- Diffusion processes; Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations; Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents; Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations
Notes: Includes bibliographical references and index.