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portada Fokker-Planck-Kolmogorov Equations
Type
Physical Book
Publisher
Author
Collection
Mathematical Surveys and Monographs
Year
2015
Language
English
Pages
482
Format
Paperback
ISBN13
9781470470098

Fokker-Planck-Kolmogorov Equations

Vladimir I. Bogachev;Nicolai V. Krylov;Michael Rockner;Stanislav V. Shaposhnikov (Author) · American Mathematical Society · Paperback

Fokker-Planck-Kolmogorov Equations - Vladimir I. Bogachev;Nicolai V. Krylov;Michael Rockner;Stanislav V. Shaposhnikov

New Book Imported to South Africa
Delivery: 03 Dec - 15 Dec Shipping: 10 to 15 business days.
R 3,133
R 3,133

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Synopsis "Fokker-Planck-Kolmogorov Equations"

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.

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.

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