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WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE - MaRDI portal

WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE (Q3580210)

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WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE
scientific article

    Statements

    title
    WELL-POSEDNESS OF FOKKER–PLANCK TYPE EQUATIONS ON THE WIENER SPACE (English)
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    publication date
    11 August 2010
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    zbMATH Keywords
    Fokker-Planck equation
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    Malliavin calculus
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    commutator estimate
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    stochastic differential equation
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    author
    De Jun Luo
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    35R60
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    35K15
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    60H15
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    35Q84
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    zbMATH DE Number
    5769255
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