Fokker-Planck-Kolmogorov equations
Bogachev, V. I.
N. V. Krylov
Michael Röckner
Stanislav V. Shaposhnikov
Probability Theory And Stochastic Processes -- Markov Processes -- Transition Functions Partial Differential Equations -- Parabolic Equations And Systems -- Second-Order Parabolic Equations Fokker-Planck Equation