Fokker-Planck-Kolmogorov Equations
AvVladimir I. Bogachev,Nicolai V. Krylov
Häftad, Engelska, 2015
Del i serien Mathematical Surveys and Monographs
1 536 kr
Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.
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
Utforska kategorier
Mer om författaren
Recensioner i media
Innehållsförteckning
Hoppa över listan
Mer från samma serie
Fine Regularity of Solutions of Elliptic Partial Differential Equations
American Mathematical Society
Inbunden, 1997
1 536 kr
Cogroups and Co-rings in Categories of Associative Rings
American Mathematical Society
Inbunden, 1996
1 536 kr
Hoppa över listan
Du kanske också är intresserad av
Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts
Michael Rockner, Viorel Barbu
E-bok
2024868 kr
SPDE in Hydrodynamics: Recent Progress and Prospects
Yakov G. Sinai, Franco Flandoli, Sergio Albeverio, Michael Rockner, Giuseppe Da Prato
E-bok
2008510 kr
Del 4
Introduction to the Theory of (Non-Symmetric) Dirichlet Forms
Michael Rockner, Zhi-Ming Ma
E-bok
20121 037 kr
Concise Course on Stochastic Partial Differential Equations
Michael Rockner, Claudia Prevot
E-bok
2007558 kr