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
(Sprache: Englisch)
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...
Leider schon ausverkauft
versandkostenfrei
Buch
40.61 €
20 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
Produktdetails
Produktinformationen zu „Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions “
Klappentext zu „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.
Inhaltsverzeichnis zu „Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions “
On Kolmogorov's equations for finite dimensional diffusions.- L p-analysis of finite and infinite dimensional diffusion operators.- Parabolic equations on Hilbert spaces.
Bibliographische Angaben
- Autoren: Nikolai V. Krylov , Michael Röckner , Jerzy Zabczyk
- 1999, 1999, 244 Seiten, Maße: 15,5 x 23,3 cm, Kartoniert (TB), Englisch
- Herausgegeben: G. Da Prato
- Verlag: Springer
- ISBN-10: 3540665455
- ISBN-13: 9783540665458
- Erscheinungsdatum: 19.10.1999
Sprache:
Englisch
Kommentar zu "Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions"
0 Gebrauchte Artikel zu „Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions".
Kommentar verfassen