Fokker-Planck-Kolmogorov equations

Author(s)

• Bogachev, V. I. (Vladimir Igorevich)
• Krylov, N. V. (Nikolaĭ Vladimirovich)
• Röckner, Michael
• Shaposhnikov, Stanislav V.

Bibliographic Information

Fokker-Planck-Kolmogorov equations

Vladimir I. Bogachev ... [et al.]

（Mathematical surveys and monographs, v. 207）

American Mathematical Society, c2015

Note

Other authors: Nicolai V. Krylov, Michael Röckner, Stanislav V. Shaposhnikov

Includes bibliographical references (p. 437-476) and index

Description and Table of Contents

Description

This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.

Table of Contents

Stationary Fokker-Planck-Kolmogorov equations Existence of solutions Global properties of densities Uniqueness problems Associated semigroups Parabolic Fokker-Planck-Kolmogorov equations Global parabolic regularity and upper bounds Parabolic Harnack inequalities and lower bounds Uniquess of solutions to Fokker-Planck-Kolmogorov equations The infinite-dimensional case Bibliography Subject index

by "Nielsen BookData"

Details

• NCID: BB2030002X
• ISBN:
  • 9781470425586
• LCCN: 2015024922
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Providence, R.I.
• Pages/Volumes: xii, 479 p.
• Size: 26 cm
• Classification:
  • LCC : QA274.23
  • DC23 : 515/.353
• Subject Headings:
  • LCSH : Fokker-Planck equation
  • LCSH : Stochastic differential equations
• Parent Bibliography ID:
  • BA00134419