Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities (Q1932673)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities |
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Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities (English)
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21 January 2013
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Summary: 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.
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Fokker-Planck equations
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Markovian transition probabilities
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differential stochastic equations
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