Fokker-Planck-Kolmogorov Equations

AvVladimir I. Bogachev,Nicolai V. Krylov

Häftad, Engelska, 2015

Del i serien Mathematical Surveys and Monographs

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Beskrivning

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

Utgivningsdatum:2015-12-30
Format:Häftad
Språk:Engelska
Serie:Mathematical Surveys and Monographs
Antal sidor:482
Förlag:American Mathematical Society
ISBN:9781470470098

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

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.

Recensioner i media

“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

Innehållsförteckning

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