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

＜図書＞
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

責任表示	N.V. Krylov, M. Röckner, J. Zabczyk ; editor, G. Da Prato
シリーズ	Lecture notes in mathematics ; 1715 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti
データ種別	図書
出版情報	Berlin ; Tokyo : Springer , c1999
本文言語	英語
大きさ	viii, 239 p. ; 24 cm
概要	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 dime...sional 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. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/7006378

一般注記	Includes bibliographical references
著者標目	Krylov, N. V. (Nikolaĭ Vladimirovich) Röckner, Michael, 1956- Zabczyk, Jerzy Da Prato, Giuseppe, 1936- Centro internazionale matematico estivo *Centro internazionale matematico estivo. Session (1998 : Cetraro, Italy)
書誌ID	1001247356
ISBN	3540665455
NCID	BA43843016
巻冊次	ISBN:3540665455
登録日	2009.09.18
更新日	2017.02.18