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Fokker-Planck-Kolmogorov equations / Vladimir I. Bogachev, Nicolai V. Krylov, Michael Röckner, Stanislav V. Shaposhnikov.
Math/Physics/Astronomy Library QA274.23 .F65 2015
Available
- Format:
- Book
- Series:
- Mathematical surveys and monographs ; no. 207.
- Mathematical surveys and monographs ; volume 207
- Language:
- English
- Subjects (All):
- Fokker-Planck equation.
- Stochastic differential equations.
- Physical Description:
- xii, 479 pages ; 26 cm.
- Place of Publication:
- Providence, Rhode Island : American Mathematical Society, [2015]
- Contents:
- Stationary Fokker-Planck-Kolmogorov Equations
- Existence of Solutions
- Global Properties of Densities
- Uniqueness Problems
- Associated Semigroups
- Parabolic Fokker-Planck-Kolmogorov Equations
- Global Parabolic Regularity and Upper Bounds
- Parabolic Harnack Inequalities and Lower Bounds
- Uniqueness of Solutions to Fokker-Planck-Kolmogorov Equations
- The Infinite-Dimensional Case.
- Notes:
- Includes bibliographical references (pages 437-476) and index.
- ISBN:
- 9781470425586
- 1470425580
- OCLC:
- 914445860
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