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Fokker-Planck-Kolmogorov equations / Vladimir I. Bogachev, Nicolai V. Krylov, Michael R�ockner, Stanislav V. Shaposhnikov
(Mathematical Surveys and Monographs. ISSN:23317159 ; v. 207)

Publisher (Providence, Rhode Island : American Mathematical Society)
Year 2015
Size 1 online resource (pages cm.)
Authors Bogachev, V. I 1961-
Krylov, N. V
R�ockner, Michael 1956-
Shaposhnikov, Stanislav V
Subjects LCSH:Fokker-Planck equation
LCSH:Stochastic differential equations
FREE:Partial differential equations -- Research exposition (monographs, survey articles)  All Subject Search
FREE:Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations  All Subject Search
FREE:Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations  All Subject Search
FREE:Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents  All Subject Search
FREE:Probability theory and stochastic processes -- Markov processes -- Diffusion processes  All Subject Search
Contents Chapter 1. Stationary Fokker-Planck-Kolmogorov equations
Chapter 2. Existence of solutions
Chapter 3. Global properties of densities
Chapter 4. Uniqueness problems
Chapter 5. Associated semigroups
Chapter 6. Parabolic Fokker-Planck-Kolmogorov equations
Chapter 7. Global parabolic regularity and upper bounds
Chapter 8. Parabolic Harnack inequalities and lower bounds
Chapter 9. Uniquess of solutions to Fokker-Planck-Kolmogorov equations
Chapter 10. The infinite-dimensional case
Notes Includes bibliographical references and index
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Electronic reproduction Providence, Rhode Island American Mathematical Society 2015
Mode of access : World Wide Web
Description based on print version record
HTTP:URL=http://www.ams.org/surv/207 Information=Contents
HTTP:URL=https://doi.org/10.1090/surv/207 Information=Contents
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Mathematical Surveys and Monographs 9781470427931
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EB00103202

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Material Type E-Book
Classification LCC:QA274.23
DC23:515/.353
ID 4000113135
ISBN 9781470427931

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