Fokker-Planck-Kolmogorov equations Vladimir I. Bogachev, Nicolai V. Krylov, Michael Rockner, Stanislav V. Shaposhnikov
Series: Mathematical surveys and monographs ; volume 207Publication details: Providence: American Mathematical Society, 2015Description: xii, 479 p. 26 cmISBN:- 9781470425586 (hbk. : acidfree paper)
- 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
- 515.353
- QA274.23
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Carti | IMAR | 515.353-BOG (Browse shelf(Opens below)) | 1 | Available | 0035893 |
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eng
Bibliografie p. 437,
Index de subiecte p. 477
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