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Fokker-Planck-Kolmogorov Equations
Angebote / Angebote:
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.
Folgt in ca. 10 Arbeitstagen
