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Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cetraro, Italy, August 24- September 1, 1998

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ISBN-13: 

9783540665458


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3540665455


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Publisher:  Springer
Summary: 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, D...irichlet 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.

Krylov, N. V. is the author of Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cetraro, Italy, August 24- September 1, 1998, published 1999 under ISBN 9783540665458 and 3540665455. Fifty four Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cetraro, Italy, August 24- September 1, 1998 textbooks are available for sale on ValoreBooks.com, two used from the cheapest price of $65.00, or buy new starting at $47.71.
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Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cetraro, Italy, August 24- September 1, 1998

ISBN-13: 9783540665458


ISBN: 3540665455


Pub Date:
Publisher: Springer
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