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

Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise (Q738581)

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scientific article; zbMATH DE number 6622895
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English
Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
scientific article; zbMATH DE number 6622895

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    Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise (English)
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    5 September 2016
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    Kolmogorov operator
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    stochastic PDE
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    transition semigroup
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    infinitesimal generator
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    Fokker-Planck equation
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