An edition of Fokker-Planck-Kolmogorov equations (2015)
Fokker-Planck-Kolmogorov equations
By Bogachev, V. I.,N. V. Krylov,Michael Röckner,Stanislav V. Shaposhnikov
Publish Date
2015
Publisher
American Mathematical Society
Language
eng
Pages
482
Description:
subjects: Fokker-Planck equation, Partial differential equations -- Research exposition (monographs, survey articles), Stochastic differential equations, Probability theory and stochastic processes -- Markov processes -- Diffusion processes, Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations, Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents, Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations, Fokker-planck equation, Stochastic analysis