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Found materials: 3

Related tags: methods, applications, estimates, hypoelliptic, laplacians, operators, problem, solution, spectral, theory

Books: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Grasman J., van Herwaarden O.A., 1999



Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical s…

Books: The Fokker-Planck equation: methods of solution and applications
Risken H., 1989



This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numer…

Books: Hypoelliptic Estimates and Spectral Theory for Fokker-Planck Operators and Witten Laplacians
Helffer B., Nier F., 2005



There has recently been a renewal of interest in Fokker-Planck operators, motivated by problems in statistical physics, in kinetic equations, and differential geometry. Compared to more standard probl…


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