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Fokker–Planck–Kolmogorov Equations
About this Title
Vladimir I. Bogachev, Moscow State University, Moscow, Russia, Nicolai V. Krylov, University of Minnesota, Minneapolis, MN, Michael Röckner, Bielefeld University, Bielefeld, Germany and Stanislav V. Shaposhnikov, Moscow State University, Moscow, Russia
Publication: Mathematical Surveys and Monographs
Publication Year:
2015; Volume 207
ISBNs: 978-1-4704-2558-6 (print); 978-1-4704-2793-1 (online)
DOI: https://doi.org/10.1090/surv/207
Table of Contents
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Front/Back Matter
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