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Fokker-Planck-Kolmogorov equations
Bogachev, V. I., N. V. Krylov, Michael Röckner, Stanislav V. Shaposhnikov · American Mathematical Society
482 sayfa · 2015
Fokker-Planck equation / Partial differential equations -- Research exposition (monographs, survey articles) / Stochastic differential equations / Probability theory and stochastic processes -- Markov processes -- Diffusion processes / Partial differential equations -- Elliptic equations and systems -- Second-order elliptic equations