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
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author Bogachev, Vladimir I
Krylov, Nicolai V
Röckner, Michael
Shaposhnikov, Stanislav V
author_facet Bogachev, Vladimir I
Krylov, Nicolai V
Röckner, Michael
Shaposhnikov, Stanislav V
author_sort Bogachev, Vladimir I
collection CERN
description 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.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2015
publisher American Mathematical Society
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spelling cern-22641012021-04-21T19:13:47Zhttp://cds.cern.ch/record/2264101engBogachev, Vladimir IKrylov, Nicolai VRöckner, MichaelShaposhnikov, Stanislav VFokker-Planck-Kolmogorov equationsMathematical Physics and MathematicsThis 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.American Mathematical Societyoai:cds.cern.ch:22641012015
spellingShingle Mathematical Physics and Mathematics
Bogachev, Vladimir I
Krylov, Nicolai V
Röckner, Michael
Shaposhnikov, Stanislav V
Fokker-Planck-Kolmogorov equations
title Fokker-Planck-Kolmogorov equations
title_full Fokker-Planck-Kolmogorov equations
title_fullStr Fokker-Planck-Kolmogorov equations
title_full_unstemmed Fokker-Planck-Kolmogorov equations
title_short Fokker-Planck-Kolmogorov equations
title_sort fokker-planck-kolmogorov equations
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2264101
work_keys_str_mv AT bogachevvladimiri fokkerplanckkolmogorovequations
AT krylovnicolaiv fokkerplanckkolmogorovequations
AT rocknermichael fokkerplanckkolmogorovequations
AT shaposhnikovstanislavv fokkerplanckkolmogorovequations

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