Description
Book SynopsisGives 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.
Trade Review“This is a well-written book. The authors are world experts in this area. The book contains many of their own results...This book is a highly valuable contribution to the literature on Fokker-Planck-Kolmogorov equations. It will certainly become a classic reference for researchers working in the field of partial differential equations and diffusion processes.” —Zhen-Qing Chen,
Mathematical ReviewsTable of Contents
- Stationary Fokker-Planck-Kolmogorov equations
- Existence of solutions
- Global properties of densities
- Uniqueness problems
- Associated semigroups
- Parabolic Fokker-Planck-Kolmogorov equations
- Global parabolic regularity and upper bounds
- Parabolic Harnack inequalities and lower bounds
- Uniquess of solutions to Fokker-Planck-Kolmogorov equations
- The infinite-dimensional case
- Bibliography
- Subject index
