This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

This article gives a detailed account of recent investigations of weak elliptic and parabolic
equations for measures with unbounded and possibly singular coefficients. The existence …

Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial
differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations …

This book provides the reader with the principal concepts and results related to differential
properties of measures on infinite dimensional spaces. In the finite dimensional case such …

Due to their intrinsic link with nonlinear Fokker-Planck equations and many other
applications, distribution dependent stochastic differential equations (DDSDEs) have been …

In this book, the functional inequalities are introduced to describe:(i) the spectrum of the
generator: the essential and discrete spectrums, high order eigenvalues, the principle …

We show the strong well-posedness of SDEs driven by general multiplicative Lévy noises
with Sobolev diffusion and jump coefficients and integrable drifts. Moreover, we also study …

Stochastic analysis on Riemannian manifolds without boundary has been well established.
However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes …

For the first time in book form, Analytical Methods for Markov Semigroups provides a
comprehensive analysis on Markov semigroups both in spaces of bounded and continuous …