Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions

40.61 €

Order
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. Röckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.

More from the series "Lecture Notes in Mathematics"

More from the series "C.I.M.E. Foundation Subseries"

More books by N.V. Krylov

Log in to get access to this book and to automatically save your books and your progress.

Purchase this book or upgrade to dav Pro to read this book.

When you buy this book, you can access it regardless of your plan. You can also download the book file and read it in another app or on an Ebook reader.

80 % of the price goes directly to the author.

ISBN: 9783540665458

Language: English

Publication date: 19.10.1999

Number of pages: 244

Our shipping costs are a flat rate of €2.50, regardless of the order.
Currently, we only ship within Germany.

Shipping is free for PocketLib Pro users.

An error occured. Please check your internet connection or try it again later.