Mathematical Surveys and Monographs
Volume: 207;
2015;
482 pp;
Hardcover
MSC: Primary 35; 60;
Print ISBN: 978-1-4704-2558-6
Product Code: SURV/207
List Price: $110.00
AMS Member Price: $88.00
MAA Member Price: $99.00
Electronic ISBN: 978-1-4704-2793-1
Product Code: SURV/207.E
List Price: $110.00
AMS Member Price: $88.00
MAA Member Price: $99.00
Supplemental Materials
Fokker–Planck–Kolmogorov Equations
Share this pageVladimir I. Bogachev; Nicolai V. Krylov; Michael Röckner; Stanislav V. Shaposhnikov
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.
Readership
Graduate students and researchers interested in partial differential equations and stochastic processes.
Reviews & Endorsements
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
Table of Contents
Table of Contents
Fokker-Planck-Kolmogorov Equations
- Cover Cover11
- Title page iii4
- Contents v6
- Preface ix10
- Chapter 1. Stationary Fokker–Planck–Kolmogorov equations 114
- Chapter 2. Existence of solutions 5568
- Chapter 3. Global properties of densities 8194
- Chapter 4. Uniqueness problems 131144
- Chapter 5. Associated semigroups 177190
- Chapter 6. Parabolic Fokker–Planck–Kolmogorov equations 241254
- Chapter 7. Global parabolic regularity and upper bounds 287300
- Chapter 8. Parabolic Harnack inequalities and lower bounds 315328
- Chapter 9. Uniquess of solutions to Fokker–Planck–Kolmogorov equations 337350
- Chapter 10. The infinite-dimensional case 403416
- Bibliography 437450
- Subject index 477490
- Other titles in this series 481494
- Back Cover Back Cover1495