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

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