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

DOI10.4171/RLM/633zbMath1257.35183MaRDI QIDQ1932673

Giuseppe Da Prato, Michael Roeckner

Publication date: 21 January 2013

Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equations; differential stochastic equations; Markovian transition probabilities

Mathematics Subject Classification ID

47D07: Markov semigroups and applications to diffusion processes

60J35: Transition functions, generators and resolvents

35Q84: Fokker-Planck equations

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Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance

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