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
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The work 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 represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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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
Resource Information
The work 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 represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 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 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
 Subject

 Diffusion processes
 Diffusion processes
 Equacoes diferenciais parciais
 Gaussian processes
 Gaussian processes
 Gaussian processes
 Kolmogorovintegralen
 Oneindige dimensie
 Partiële differentiaalvergelijkingen
 Stochastic partial differential equations
 Stochastic partial differential equations
 Stochastic partial differential equations
 Diffusion processes
 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 finitedimensional equations, giving existence, uniqueness and regularity results. M. Rckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LPanalysis 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
 Cataloging source
 COO
 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
 Series statement
 Lecture notes in mathematics,
 Series volume
 1715
Context
Context of 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, 1998Work of
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