Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities

作者:Da Prato Giuseppe*; Roeckner Michael
来源:Atti della Accademia Nazionale dei Lincei, Classe di Scienze Fisiche, Matematiche e Naturali, Rendiconti Lincei Matematica e Applicazioni, 2012, 23(4): 361-376.
DOI:10.4171/RLM/633

摘要

The aim of this paper is to study existence and uniqueness for Fokker-Planck equations for operators being generators of time-inhomogeneous Markovian transition probabilities.

  • 出版日期2012