Fokker-Planck-Kolmogorov Equations

Vladimir I. Bogachev, Moscow State University, Russia.Nicolai V. Krylov, University of Minnesota, Minneapolis, MN.Michael Rockner, Bielefeld University, Germany.Stanislav V. Shaposhnikov, Moscow State University, Russia.

• Stationary Fokker-Planck-Kolmogorov equationsExistence of solutionsGlobal properties of densitiesUniqueness problemsAssociated semigroupsParabolic Fokker-Planck-Kolmogorov equationsGlobal parabolic regularity and upper boundsParabolic Harnack inequalities and lower boundsUniquess of solutions to Fokker-Planck-Kolmogorov equationsThe infinite-dimensional caseBibliographySubject index

“This is a well-written book. The authors are world experts in this area. The book contains many of their own results...This book is a highly valuable contribution to the literature on Fokker-Planck-Kolmogorov equations. It will certainly become a classic reference for researchers working in the field of partial differential equations and diffusion processes.” —Zhen-Qing Chen, Mathematical Reviews