Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise

Advances in Difference Equations

Bin Liu¹  Yu Shi¹ 

[1] School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei, China

关键词: Kolmogorov operator;    stochastic PDE;    transition semigroup;    infinitesimal generator;    Fokker-Planck equation;   

DOI  :  10.1186/1687-1847-2014-222

学科分类：数学（综合）

来源: SpringerOpen

【 授权许可】

CC BY