Fokker-Planck-Kolmogorov Equations
Book Details
Format
Paperback / Softback
Book Series
Mathematical Surveys and Monographs
ISBN-10
1470470098
ISBN-13
9781470470098
Publisher
American Mathematical Society
Imprint
American Mathematical Society
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 30th, 2015
Print length
482 Pages
Product Classification:
Probability & statisticsProbability and statistics
Ksh 19,800.00
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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.
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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