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

DOI10.4171/RLM/633zbMath1257.35183OpenAlexW2064886858MaRDI QIDQ1932673

Giuseppe Da Prato, Michael Roeckner

Publication date: 21 January 2013

Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/rlm/633

zbMATH Keywords

Fokker-Planck equationsdifferential stochastic equationsMarkovian transition probabilities

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) Fokker-Planck equations (35Q84)

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Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance

Cites Work

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