Cart
Free US shipping over $10
Proud to be B-Corp

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions N.V. Krylov

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions By N.V. Krylov

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions by N.V. Krylov


$45.19
Condition - New
Only 2 left

Summary

Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results.

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions Summary

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 by N.V. Krylov

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. Roeckner 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.

Table of Contents

On Kolmogorov's equations for finite dimensional diffusions.- L p-analysis of finite and infinite dimensional diffusion operators.- Parabolic equations on Hilbert spaces.

Additional information

NLS9783540665458
9783540665458
3540665455
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 by N.V. Krylov
New
Paperback
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
1999-10-19
244
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions