Fokker-Planck-Kolmogorov equations
- Providence, R.I. : American Mathematical Society, 2015
- 1 online resource (pages cm.)
- Mathematical Surveys and Monographs, v. 207 2331-7159 ; .
Includes bibliographical references and index.
9781470427931 (online)
Fokker-Planck equation.
Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations.
Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations.
Partial differential equations -- Research exposition (monographs, survey articles).
Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents.
Stochastic differential equations.
Includes bibliographical references and index.
9781470427931 (online)
Fokker-Planck equation.
Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations.
Partial differential equations -- Parabolic equations and systems -- Second-order parabolic equations.
Partial differential equations -- Research exposition (monographs, survey articles).
Probability theory and stochastic processes -- Markov processes -- Transition functions, generators and resolvents.
Stochastic differential equations.