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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

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Table of Contents

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Front/Back Matter

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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