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Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations - MaRDI portal

Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations (Q2224954)

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Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
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    Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations (English)
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    4 February 2021
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    Fokker-Planck equation
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    forward Kolmogorov equation
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    Markov process
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    martingale problem
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    random time-change
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    time-dependent operator
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