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Fokker-planck-kolmogorov Equations (Mathematical Surveys and Monographs)

Vladimir I. Bogachev

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ISBN 10: 1470425580 / ISBN 13: 9781470425586
Published by American Mathematical Society, 2015
Condition: Good Hardcover
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Bibliographic Details

Title: Fokker-planck-kolmogorov Equations (...

Publisher: American Mathematical Society

Publication Date: 2015

Binding: Hardcover

Book Condition:Good

About this title

Synopsis:

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.

About the Author:

Vladimir I. Bogachev, Moscow State University, Russia. Nicolai V. Krylov, University of Minnesota, Minneapolis, MN, USA. Michael Rockner, Bielefeld University, Germany. Stanislav V. Shaposhnikov, Moscow State University, Russia.

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