Coverart for item
The Resource 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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato

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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato

Label
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
Title
Stochastic PDE's and Kolmogorov equations in infinite dimensions
Title remainder
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
Statement of responsibility
[authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
Creator
Contributor
Subject
Language
eng
Summary
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. Rckner 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
Member of
Cataloging source
COO
http://library.link/vocab/creatorName
Krylov, N. V.
Dewey number
  • 510 s
  • 519.2
Index
no index present
LC call number
  • QA3
  • QA274.25
LC item number
.L28 no. 1715
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1956-
http://library.link/vocab/relatedWorkOrContributorName
  • Röckner, Michael
  • Zabczyk, Jerzy
  • Da Prato, Giuseppe
  • Centro internazionale matematico estivo
Series statement
Lecture notes in mathematics,
Series volume
1715
http://library.link/vocab/subjectName
  • Stochastic partial differential equations
  • Gaussian processes
  • Diffusion processes
  • Diffusion processes
  • Gaussian processes
  • Stochastic partial differential equations
  • Partiële differentiaalvergelijkingen
  • Kolmogorov-integralen
  • Oneindige dimensie
  • Equacoes diferenciais parciais
Label
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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
On Kolmogorov's equations for finite dimensional diffusions / N.V. Krylov -- L(superscript p)-analysis of finite and infinite dimensional diffusion operators / Michael Röckner -- Parabolic equations on Hilbert spaces / J. Zabczyk
Control code
162106271
Dimensions
unknown
Extent
1 online resource (viii, 239 pages).
Form of item
online
Isbn
9783540481614
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)162106271
Label
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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
On Kolmogorov's equations for finite dimensional diffusions / N.V. Krylov -- L(superscript p)-analysis of finite and infinite dimensional diffusion operators / Michael Röckner -- Parabolic equations on Hilbert spaces / J. Zabczyk
Control code
162106271
Dimensions
unknown
Extent
1 online resource (viii, 239 pages).
Form of item
online
Isbn
9783540481614
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)162106271

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