Fokker-Planck-Kolmogorov Equations
Vladimir I. Bogachev · Nicolai V. Krylov · Michael Röckner · Stanislav V. Shaposhnikov
ዲሴም 2015 · Mathematical Surveys and Monographs መጽሐፍ 207 · American Mathematical Soc.
ኢ-መጽሐፍ
482
ገጾች
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ስለዚህ ኢ-መጽሐፍ
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.
ስለደራሲው
Vladimir I. Bogachev, Moscow State University, Russia, Nicolai V. Krylov, University of Minnesota, Minneapolis, MN, Michael Röckner, Bielefeld University, Germany, and Stanislav V. Shaposhnikov, Moscow State University, Russia
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