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.