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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) |
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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 Access is restricted to licensed institutions 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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E-Book | Location | Media type | Volume | Call No. | Status | Reserve | Comments | ISBN | Printed | Restriction | Designated Book | Barcode No. |
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E-Book | オンライン | 電子ブック |
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Mathematical Surveys and Monographs | 9781470427931 |
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電子リソース |
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EB00103202 |
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