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| Softcover ISBN: | 978-1-4704-7009-8 |
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| Softcover ISBN: | 978-1-4704-7009-8 |
| Product Code: | SURV/207.S |
| List Price: | $129.00 |
| MAA Member Price: | $116.10 |
| AMS Member Price: | $103.20 |
| eBook ISBN: | 978-1-4704-2793-1 |
| Product Code: | SURV/207.E |
| List Price: | $125.00 |
| MAA Member Price: | $112.50 |
| AMS Member Price: | $100.00 |
| Softcover ISBN: | 978-1-4704-7009-8 |
| eBook ISBN: | 978-1-4704-2793-1 |
| Product Code: | SURV/207.S.B |
| List Price: | $254.00 $191.50 |
| MAA Member Price: | $228.60 $172.35 |
| AMS Member Price: | $203.20 $153.20 |
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Book DetailsMathematical Surveys and MonographsVolume: 207; 2015; 482 ppMSC: Primary 35; 60
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.
ReadershipGraduate students and researchers interested in partial differential equations and stochastic processes.
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Table of Contents
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Chapters
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Chapter 1. Stationary Fokker–Planck–Kolmogorov equations
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Chapter 2. Existence of solutions
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Chapter 3. Global properties of densities
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Chapter 4. Uniqueness problems
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Chapter 5. Associated semigroups
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Chapter 6. Parabolic Fokker–Planck–Kolmogorov equations
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Chapter 7. Global parabolic regularity and upper bounds
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Chapter 8. Parabolic Harnack inequalities and lower bounds
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Chapter 9. Uniquess of solutions to Fokker–Planck–Kolmogorov equations
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Chapter 10. The infinite-dimensional case
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Additional Material
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Reviews
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This is a well-written book. The authors are world experts in this area. The book contains many of their own results...This book is a highly valuable contribution to the literature on Fokker-Planck-Kolmogorov equations. It will certainly become a classic reference for researchers working in the field of partial differential equations and diffusion processes.
Zhen-Qing Chen, Mathematical Reviews
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RequestsReview Copy – for publishers of book reviewsPermission – for use of book, eBook, or Journal contentAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Additional Material
- Reviews
- Requests
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.
Graduate students and researchers interested in partial differential equations and stochastic processes.
-
Chapters
-
Chapter 1. Stationary Fokker–Planck–Kolmogorov equations
-
Chapter 2. Existence of solutions
-
Chapter 3. Global properties of densities
-
Chapter 4. Uniqueness problems
-
Chapter 5. Associated semigroups
-
Chapter 6. Parabolic Fokker–Planck–Kolmogorov equations
-
Chapter 7. Global parabolic regularity and upper bounds
-
Chapter 8. Parabolic Harnack inequalities and lower bounds
-
Chapter 9. Uniquess of solutions to Fokker–Planck–Kolmogorov equations
-
Chapter 10. The infinite-dimensional case
-
This is a well-written book. The authors are world experts in this area. The book contains many of their own results...This book is a highly valuable contribution to the literature on Fokker-Planck-Kolmogorov equations. It will certainly become a classic reference for researchers working in the field of partial differential equations and diffusion processes.
Zhen-Qing Chen, Mathematical Reviews
