Fokker-Planck-Kolmogorov Equations

Häftad, Engelska, 2015

Av Vladimir I. Bogachev, Nicolai V. Krylov, Michael Rockner, Stanislav V. Shaposhnikov

1 909 kr

Beställningsvara. Skickas inom 5-8 vardagar

Fri frakt för medlemmar vid köp för minst 249 kr.

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.

Produktinformation

Utgivningsdatum2015-12-30
FormatHäftad
SpråkEngelska
SerieMathematical Surveys and Monographs
Antal sidor482
FörlagAmerican Mathematical Society
ISBN9781470470098

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik

“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