bokomslag Fokker-Planck-Kolmogorov Equations

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482 sidor
2015

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.

Författare: Vladimir I Bogachev, Nicolai V Krylov, Michael Rockner, Stanislav V Shaposhnikov
Format: Pocket/Paperback
ISBN: 9781470470098
Språk: Engelska
Antal sidor: 482
Utgivningsdatum: 2015-12-30
Förlag: American Mathematical Society