Fokker-Planck-Kolmogorov Equations - Mathematical Surveys and Monographs - Vladimir I. Bogachev - Books - American Mathematical Society - 9781470470098 - December 30, 2015
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Vladimir I. Bogachev
Fokker-Planck-Kolmogorov Equations - Mathematical Surveys and Monographs

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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.

482 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 30, 2015
ISBN13 9781470470098
Publishers American Mathematical Society
Pages 482
Dimensions 150 × 220 × 10 mm   ·   799 g   (Weight (estimated))

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