Fokker-Planck-Kolmogorov equations /

Bibliographic Details
Other Authors:	Bogachev, V. I. (Vladimir Igorevich), 1961-, Krylov, N. V. (Nikolaĭ Vladimirovich), Röckner, Michael, 1956-, Shaposhnikov, Stanislav V.
Format:	Book
Language:	English
Published:	Providence, Rhode Island : American Mathematical Society, [2015]
Series:	Mathematical surveys and monographs ; no. 207.
Subjects:	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.

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