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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.
Description
Physical Description:xii, 479 pages ; 26 cm.
Bibliography:Includes bibliographical references (pages 437-476) and index.
ISBN:9781470425586
1470425580