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Fokker–Planck–Kolmogorov Equations
 
Vladimir I. Bogachev Moscow State University, Moscow, Russia
Nicolai V. Krylov University of Minnesota, Minneapolis, MN
Michael Röckner Bielefeld University, Bielefeld, Germany
Stanislav V. Shaposhnikov Moscow State University, Moscow, Russia
Front Cover for Fokker--Planck--Kolmogorov Equations
Available Formats:
Softcover ISBN: 978-1-4704-7009-8
Product Code: SURV/207.S
List Price: $117.00
MAA Member Price: $105.30
AMS Member Price: $93.60
Electronic ISBN: 978-1-4704-2793-1
Product Code: SURV/207.E
List Price: $110.00
MAA Member Price: $99.00
AMS Member Price: $88.00
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $175.50
MAA Member Price: $157.95
AMS Member Price: $140.40
Front Cover for Fokker--Planck--Kolmogorov Equations
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  • Front Cover for Fokker--Planck--Kolmogorov Equations
  • Back Cover for Fokker--Planck--Kolmogorov Equations
Fokker–Planck–Kolmogorov Equations
Vladimir I. Bogachev Moscow State University, Moscow, Russia
Nicolai V. Krylov University of Minnesota, Minneapolis, MN
Michael Röckner Bielefeld University, Bielefeld, Germany
Stanislav V. Shaposhnikov Moscow State University, Moscow, Russia
Available Formats:
Softcover ISBN:  978-1-4704-7009-8
Product Code:  SURV/207.S
List Price: $117.00
MAA Member Price: $105.30
AMS Member Price: $93.60
Electronic ISBN:  978-1-4704-2793-1
Product Code:  SURV/207.E
List Price: $110.00
MAA Member Price: $99.00
AMS Member Price: $88.00
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $175.50
MAA Member Price: $157.95
AMS Member Price: $140.40
  • Book Details
     
     
    Mathematical Surveys and Monographs
    Volume: 2072015; 482 pp
    MSC: 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.

    Readership

    Graduate students and researchers interested in partial differential equations and stochastic processes.

  • Table of Contents
     
     
    • 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
  • Reviews
     
     
    • 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
  • Request Review Copy
  • Get Permissions
Volume: 2072015; 482 pp
MSC: 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.

Readership

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
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