TY  - BOOK
AU  - Bogachev,Vladimir I.
AU  - Krylov,Nikolai V.
AU  - Rockner,Michael
AU  - Shaposhnikov,Stanislav V.
TI  - Fokker-Planck-Kolmogorov equations
T2  - Mathematical surveys and monographs
SN  - 9781470425586 (alk. paper)
U1  - 510MS 23
PY  - 2015///
CY  - Providence :    
PB  - American Mathematical Society, 
KW  - Fokker-Planck equation
KW  - Stochastic differential equations
N1  - Includes bibliographical references and index; 1. Stationary Fokker-Planck-Kolmogorov Equations --
2. Existence of Solutions --
3. Global Properties of Densities --
4. Uniqueness Problems --
5. Associated Semigroups --
6. Parabolic Fokker-Planck-Kolmogorov Equations --
7. Global Parabolic Regularity and Upper Bounds --
8. Parabolic Harnack Inequalities and Lower Bounds --
9. Uniqueness of Solutions to Fokker-Planck-Kolmogorov Equations --
10. The Infinite-Dimensional Case --
Bibliography --
Subject index
N2  - 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
ER  -