Stochastic Pdes And Kolmogorov Equations In Infinite Dimensions
Download and Read Stochastic Pdes And Kolmogorov Equations In Infinite Dimensions full books in PDF, ePUB, and Kindle. Read online free Stochastic Pdes And Kolmogorov Equations In Infinite Dimensions ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Author | : N.V. Krylov |
Publisher | : Springer |
Total Pages | : 248 |
Release | : 2006-11-15 |
Genre | : Mathematics |
ISBN | : 3540481613 |
Download Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions Book in PDF, Epub and Kindle
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.
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions Related Books
Pages: 248
Pages: 513
Pages: 244
Pages: 513
Pages: 291