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Title Fokker-Planck-Kolmogorov equations / Vladimir I. Bogachev, Nicolai V. Krylov, Michael Röckner, Stanislav V. Shaposhnikov
Imprint Providence, Rhode Island : American Mathematical Society, [2015]
book jacket
 Mathematics Library  QA274.23 F65 2015    DUE 08-01-21    30340200546228
Descript xii, 479 pages ; 26 cm
Series Mathematical surveys and monographs ; volume 207
Mathematical surveys and monographs ; no. 207
Note Includes bibliographical references (pages 437-476) and index
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
Subject Fokker-Planck equation
Stochastic differential equations
Partial differential equations -- Research exposition (monographs, survey articles) msc
Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations. msc
Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations. msc
Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents. msc
Probability theory and stochastic processes -- Markov processes -- Diffusion processes. msc
Alt Author Bogachev, V. I. (Vladimir Igorevich), 1961-
Krylov, N. V. (Nikolaĭ Vladimirovich)
Röckner, Michael, 1956-
Shaposhnikov, Stanislav V
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