Elliptic and parabolic equations for measures
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Publication:3561100
DOI10.1070/RM2009v064n06ABEH004652zbMath1194.35481OpenAlexW1966176325MaRDI QIDQ3561100
Vladimir I. Bogachev, Nicolai V. Krylov, Michael Roeckner
Publication date: 25 May 2010
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm2009v064n06abeh004652
parabolic equationelliptic equationtransition probabilitystationary distribution of a diffusion process
Diffusion processes (60J60) Second-order elliptic equations (35J15) Diffusion processes and stochastic analysis on manifolds (58J65) Second-order parabolic equations (35K10) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with measure (35R06)
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