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

Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities (Q1932673)

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scientific article; zbMATH DE number 6127537
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English
Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities
scientific article; zbMATH DE number 6127537

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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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