Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions

Name: Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
SKU: 2495231
Price: 124.99 AUD
Availability: InStock

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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Format:

Paperback / softback

Series:

C.I.M.E. Foundation Subseries

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Description

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. Rockner 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.

Release date Australia

October 19th, 1999

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Contributor

Edited by G.Da Prato

Illustrations

XII, 244 p.

Pages

244

Series

C.I.M.E. Foundation Subseries

Dimensions

155x235x13

ISBN-13

9783540665458

Product ID

2495231

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