Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions

Language: English

Published by Springer Okt 1999, 1999

3540665455 / 9783540665458

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 256 pp. Englisch.…

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Title
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Author
M. Röckner
Publisher
Springer Okt 1999
Publication year
1999
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540665455
ISBN 13
9783540665458
Item weight
391 grams
Dimensions
233x155x15 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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