Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities
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Publication:1932673
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)
47D07: Markov semigroups and applications to diffusion processes
60J35: Transition functions, generators and resolvents
35Q84: Fokker-Planck equations