Fokker-Planck-Kolmogorov equations - Bogačev, Vladimir I. 1961-; Krylov, Nikolaj V. 1941-; Röckner, Michael 1956-; Shaposhnikov, Stanislav V. (American Mathematical Society, 2015)
Literaturangaben Seite 437-476, Index Seite [477]-479
Keywords: Partial differential equations ... Research exposition (monographs, survey articles); Partial differential equations ... Elliptic equations and systems ... Second-order elliptic equations; Partial differential equations ... Parabolic equations and systems ... Second-order parabolic equations; Probability theory and stochastic processes ... Markov processes ... Transition functions, generators and resolvents; Probability theory and stochastic processes ... Markov processes ... Diffusion processes; Fokker-Planck equation; Stochastic differential equations; Fokker-Planck-Gleichung