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Second Order PDE's in Finite and Infinite Dimension [[electronic resource] ] : A Probabilistic Approach / / by Sandra Cerrai
| Second Order PDE's in Finite and Infinite Dimension [[electronic resource] ] : A Probabilistic Approach / / by Sandra Cerrai |
| Autore | Cerrai Sandra |
| Edizione | [1st ed. 2001.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 |
| Descrizione fisica | 1 online resource (XII, 332 p.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Partial differential equations
Probabilities Partial Differential Equations Probability Theory and Stochastic Processes |
| ISBN | 3-540-45147-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Kolmogorov equations in Rd with unbounded coefficients -- Asymptotic behaviour of solutions -- Analyticity of the semigroup in a degenerate case -- Smooth dependence on data for the SPDE: the Lipschitz case -- Kolmogorov equations in Hilbert spaces -- Smooth dependence on data for the SPDE: the non-Lipschitz case (I) -- Smooth dependence on data for the SPDE: the non-Lipschitz case (II) -- Ergodicity -- Hamilton- Jacobi-Bellman equations in Hilbert spaces -- Application to stochastic optimal control problems. |
| Record Nr. | UNISA-996466672203316 |
Cerrai Sandra
|
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Second Order PDE's in Finite and Infinite Dimension : A Probabilistic Approach / / by Sandra Cerrai
| Second Order PDE's in Finite and Infinite Dimension : A Probabilistic Approach / / by Sandra Cerrai |
| Autore | Cerrai Sandra |
| Edizione | [1st ed. 2001.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 |
| Descrizione fisica | 1 online resource (XII, 332 p.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Partial differential equations
Probabilities Partial Differential Equations Probability Theory and Stochastic Processes |
| ISBN | 3-540-45147-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Kolmogorov equations in Rd with unbounded coefficients -- Asymptotic behaviour of solutions -- Analyticity of the semigroup in a degenerate case -- Smooth dependence on data for the SPDE: the Lipschitz case -- Kolmogorov equations in Hilbert spaces -- Smooth dependence on data for the SPDE: the non-Lipschitz case (I) -- Smooth dependence on data for the SPDE: the non-Lipschitz case (II) -- Ergodicity -- Hamilton- Jacobi-Bellman equations in Hilbert spaces -- Application to stochastic optimal control problems. |
| Record Nr. | UNINA-9910144598603321 |
|
Cerrai Sandra
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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