000			01979cam a22002898i 4500
001			136736
003			ISI Library, Kolkata
005			20160407153006.0
008			150722s2015 riu b 001 0 eng
020			_a9781470425586 (alk. paper)
040			_aISI Library _beng
082	0	4	_a510MS _223 _bAm512
100	1		_aBogachev, Vladimir I.
245	1	0	_aFokker-Planck-Kolmogorov equations / _cVladimir I. Bogachev...[et al.].
260			_aProvidence : _bAmerican Mathematical Society, _c2015.
300			_axii, 479 p. ; _c26 cm.
490	0		_aMathematical surveys and monographs ; _vv 207.
504			_aIncludes bibliographical references and index.
505	0		_a1. 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.
520			_aThis 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.
650		0	_aFokker-Planck equation.
650		0	_aStochastic differential equations.
700	1		_aKrylov, Nikolai V.
700	1		_aRockner, Michael.
700	1		_aShaposhnikov, Stanislav V.
942			_2ddc _cBK
999			_c420766 _d420766