Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise (Q738581)
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English | Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise |
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Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise (English)
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5 September 2016
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Kolmogorov operator
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stochastic PDE
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transition semigroup
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infinitesimal generator
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Fokker-Planck equation
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