Fokker Planck Kolmogorov Equations is popular PDF and ePub book, written by Vladimir I. Bogachev in 2022-02-10, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Fokker Planck Kolmogorov Equations can be Read Online from any device for your convenience.
Fokker Planck Kolmogorov Equations Book PDF Summary
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.
Detail Book of Fokker Planck Kolmogorov Equations PDF
- Author : Vladimir I. Bogachev
- Release : 10 February 2022
- Publisher : American Mathematical Society
- ISBN : 9781470470098
- Genre : Mathematics
- Total Page : 495 pages
- Language : English
- PDF File Size : 15,5 Mb
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