Fokker-Planck-Kolmogorov equations

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...

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Detalles Bibliográficos
Autores principales: Bogachev, Vladimir I, Krylov, Nicolai V, Röckner, Michael, Shaposhnikov, Stanislav V
Lenguaje:eng
Publicado: American Mathematical Society 2015
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/2264101

Internet

http://cds.cern.ch/record/2264101

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