Fokker-Planck-Kolmogorov equations
Bogachev, V. I.
Fokker-Planck-Kolmogorov equations Vladimir I. Bogachev, Nicolai V. Krylov, Michael Rockner, Stanislav V. Shaposhnikov - Providence: American Mathematical Society, 2015 - xii, 479 p. 26 cm.. - Mathematical surveys and monographs ; volume 207 .
Bibliografie p. 437,
Index de subiecte p. 477
eng
9781470425586 (hbk. : acidfree paper)
2015024922
Fokker-Planck equation.
Stochastic differential equations.
Partial differential equations -- Research exposition (monographs, survey articles).
Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations.
Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations.
Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents.
Probability theory and stochastic processes -- Markov processes -- Diffusion processes.
QA274.23
515.353
Fokker-Planck-Kolmogorov equations Vladimir I. Bogachev, Nicolai V. Krylov, Michael Rockner, Stanislav V. Shaposhnikov - Providence: American Mathematical Society, 2015 - xii, 479 p. 26 cm.. - Mathematical surveys and monographs ; volume 207 .
Bibliografie p. 437,
Index de subiecte p. 477
eng
9781470425586 (hbk. : acidfree paper)
2015024922
Fokker-Planck equation.
Stochastic differential equations.
Partial differential equations -- Research exposition (monographs, survey articles).
Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations.
Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations.
Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents.
Probability theory and stochastic processes -- Markov processes -- Diffusion processes.
QA274.23
515.353