Functional Analytic Methods for Evolution Equations [[electronic resource] /] / by Giuseppe Da Prato, Peer Christian Kunstmann, Irena Lasiecka, Alessandra Lunardi, Roland Schnaubelt, Lutz Weis ; edited by Mimmo Iannelli, Rainer Nagel, Susanna Piazzera |
Autore | Da Prato Giuseppe |
Edizione | [1st ed. 2004.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
Descrizione fisica | 1 online resource (CDLXXXIV, 474 p.) |
Disciplina | 515.353 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Differential equations
Partial differential equations Fourier analysis Operator theory Calculus of variations Probabilities Ordinary Differential Equations Partial Differential Equations Fourier Analysis Operator Theory Calculus of Variations and Optimal Control; Optimization Probability Theory and Stochastic Processes |
ISBN | 3-540-44653-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Giuseppe Da Prato: An Introduction to Markov Semigroups -- Peer C. Kunstmann and Lutz Weis: Maximal$L_p§-regularity for Parabolic Equations, Fourier Multiplier Theorems and $H^\infty $-functional Calculus -- Irena Lasiecka: Optimal Control Problems and Riccati Equations for Systems with Unbounded Controls and Partially Analytic Generators-Applications to Boundary and Point Control Problems -- Alessandra Lunardi: An Introduction to Parabolic Moving Boundary Problems -- Roland Schnaubelt: Asymptotic Behaviour of Parabolic Nonautonomous Evolution Equations. |
Record Nr. | UNINA-9910144609003321 |
Da Prato Giuseppe | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Functional Analytic Methods for Evolution Equations [[electronic resource] /] / by Giuseppe Da Prato, Peer Christian Kunstmann, Irena Lasiecka, Alessandra Lunardi, Roland Schnaubelt, Lutz Weis ; edited by Mimmo Iannelli, Rainer Nagel, Susanna Piazzera |
Autore | Da Prato Giuseppe |
Edizione | [1st ed. 2004.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 |
Descrizione fisica | 1 online resource (CDLXXXIV, 474 p.) |
Disciplina | 515.353 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Differential equations
Partial differential equations Fourier analysis Operator theory Calculus of variations Probabilities Ordinary Differential Equations Partial Differential Equations Fourier Analysis Operator Theory Calculus of Variations and Optimal Control; Optimization Probability Theory and Stochastic Processes |
ISBN | 3-540-44653-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Giuseppe Da Prato: An Introduction to Markov Semigroups -- Peer C. Kunstmann and Lutz Weis: Maximal$L_p§-regularity for Parabolic Equations, Fourier Multiplier Theorems and $H^\infty $-functional Calculus -- Irena Lasiecka: Optimal Control Problems and Riccati Equations for Systems with Unbounded Controls and Partially Analytic Generators-Applications to Boundary and Point Control Problems -- Alessandra Lunardi: An Introduction to Parabolic Moving Boundary Problems -- Roland Schnaubelt: Asymptotic Behaviour of Parabolic Nonautonomous Evolution Equations. |
Record Nr. | UNISA-996466496603316 |
Da Prato Giuseppe | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Introduction to Stochastic Analysis and Malliavin Calculus [[electronic resource] /] / by Giuseppe Da Prato |
Autore | Da Prato Giuseppe |
Edizione | [1st ed. 2014.] |
Pubbl/distr/stampa | Pisa : , : Scuola Normale Superiore : , : Imprint : Edizioni della Normale, , 2014 |
Descrizione fisica | 1 online resource (XVII, 279 p.) : online resource |
Disciplina | 519.2 |
Collana | Lecture Notes (Scuola Normale Superiore) |
Soggetto topico |
Probabilities
Functional analysis Measure theory Probability Theory and Stochastic Processes Functional Analysis Measure and Integration |
ISBN | 88-7642-499-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- 1 Gaussian measures in Hilbert spaces -- 2 Gaussian random variables -- 3 The Malliavin derivative -- 4 Brownian Motion -- 5 Markov property of Brownian motion -- 6 Ito’s integral -- 7 Ito’s formula -- 8 Stochastic differential equations -- 9 Relationship between stochastic and parabolic equations -- 10 Formulae of Feynman–Kac and Girsanov -- 11 Malliavin calculus -- 12 Asymptotic behaviour of transition semigroups -- A The Dynkin Theorem -- B Conditional expectation -- C Martingales -- D Fixed points depending on parameters -- E A basic ergodic theorem -- References. |
Record Nr. | UNINA-9910299978903321 |
Da Prato Giuseppe | ||
Pisa : , : Scuola Normale Superiore : , : Imprint : Edizioni della Normale, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Second order partial differential equations in Hilbert spaces / / Giuseppe Da Prato, Jerzy Zabczyk [[electronic resource]] |
Autore | Da Prato Giuseppe |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
Descrizione fisica | 1 online resource (xvi, 379 pages) : digital, PDF file(s) |
Disciplina | 515/.353 |
Collana | London Mathematical Society lecture note series |
Soggetto topico |
Differential equations, Partial
Hilbert space |
ISBN |
1-107-11991-X
1-280-42958-5 9786610429585 0-511-17727-5 0-511-15823-8 0-511-32567-3 0-511-54321-2 0-511-04995-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Theory in Spaces of Continuous Functions -- Gaussian measures -- Introduction and preliminaries -- Definition and first properties of Gaussian measures -- Measures in metric spaces -- Gaussian measures -- Computation of some Gaussian integrals -- The reproducing kernel -- Absolute continuity of Gaussian measures -- Equivalence of product measures in R[superscript [infinity] -- The Cameron-Martin formula -- The Feldman-Hajek theorem -- Brownian motion -- Spaces of continuous functions -- Preliminary results -- Approximation of continuous functions -- Interpolation spaces -- Interpolation between UC[subscript b](H) and UC[superscript 1 subscript b](H) -- Interpolatory estimates -- Additional interpolation results -- The heat equation -- Strict solutions -- Regularity of generalized solutions -- Q-derivatives -- Q-derivatives of generalized solutions -- Comments on the Gross Laplacian -- The heat semigroup and its generator -- Poisson's equation -- Existence and uniqueness results -- Regularity of solutions -- The equation [Delta subscript Q]u = g -- The Liouville theorem -- Elliptic equations with variable coefficients -- Small perturbations -- Large perturbations -- Ornstein-Uhlenbeck equations -- Existence and uniqueness of strict solutions -- Classical solutions -- The Ornstein-Uhlenbeck semigroup -- [pi]-Convergence -- Properties of the [pi]-semigroup (R[subscript t]) -- The infinitesimal generator -- Elliptic equations -- Schauder estimates -- The Liouville theorem -- Perturbation results for parabolic equations. |
Record Nr. | UNINA-9910450318903321 |
Da Prato Giuseppe | ||
Cambridge : , : Cambridge University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Second order partial differential equations in Hilbert spaces / / Giuseppe Da Prato, Jerzy Zabczyk [[electronic resource]] |
Autore | Da Prato Giuseppe |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
Descrizione fisica | 1 online resource (xvi, 379 pages) : digital, PDF file(s) |
Disciplina | 515/.353 |
Collana | London Mathematical Society lecture note series |
Soggetto topico |
Differential equations, Partial
Hilbert space |
ISBN |
1-107-11991-X
1-280-42958-5 9786610429585 0-511-17727-5 0-511-15823-8 0-511-32567-3 0-511-54321-2 0-511-04995-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Theory in Spaces of Continuous Functions -- Gaussian measures -- Introduction and preliminaries -- Definition and first properties of Gaussian measures -- Measures in metric spaces -- Gaussian measures -- Computation of some Gaussian integrals -- The reproducing kernel -- Absolute continuity of Gaussian measures -- Equivalence of product measures in R[superscript [infinity] -- The Cameron-Martin formula -- The Feldman-Hajek theorem -- Brownian motion -- Spaces of continuous functions -- Preliminary results -- Approximation of continuous functions -- Interpolation spaces -- Interpolation between UC[subscript b](H) and UC[superscript 1 subscript b](H) -- Interpolatory estimates -- Additional interpolation results -- The heat equation -- Strict solutions -- Regularity of generalized solutions -- Q-derivatives -- Q-derivatives of generalized solutions -- Comments on the Gross Laplacian -- The heat semigroup and its generator -- Poisson's equation -- Existence and uniqueness results -- Regularity of solutions -- The equation [Delta subscript Q]u = g -- The Liouville theorem -- Elliptic equations with variable coefficients -- Small perturbations -- Large perturbations -- Ornstein-Uhlenbeck equations -- Existence and uniqueness of strict solutions -- Classical solutions -- The Ornstein-Uhlenbeck semigroup -- [pi]-Convergence -- Properties of the [pi]-semigroup (R[subscript t]) -- The infinitesimal generator -- Elliptic equations -- Schauder estimates -- The Liouville theorem -- Perturbation results for parabolic equations. |
Record Nr. | UNINA-9910782937403321 |
Da Prato Giuseppe | ||
Cambridge : , : Cambridge University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Second order partial differential equations in Hilbert spaces / / Giuseppe Da Prato, Jerzy Zabczyk [[electronic resource]] |
Autore | Da Prato Giuseppe |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
Descrizione fisica | 1 online resource (xvi, 379 pages) : digital, PDF file(s) |
Disciplina | 515/.353 |
Collana | London Mathematical Society lecture note series |
Soggetto topico |
Differential equations, Partial
Hilbert space |
ISBN |
1-107-11991-X
1-280-42958-5 9786610429585 0-511-17727-5 0-511-15823-8 0-511-32567-3 0-511-54321-2 0-511-04995-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Theory in Spaces of Continuous Functions -- Gaussian measures -- Introduction and preliminaries -- Definition and first properties of Gaussian measures -- Measures in metric spaces -- Gaussian measures -- Computation of some Gaussian integrals -- The reproducing kernel -- Absolute continuity of Gaussian measures -- Equivalence of product measures in R[superscript [infinity] -- The Cameron-Martin formula -- The Feldman-Hajek theorem -- Brownian motion -- Spaces of continuous functions -- Preliminary results -- Approximation of continuous functions -- Interpolation spaces -- Interpolation between UC[subscript b](H) and UC[superscript 1 subscript b](H) -- Interpolatory estimates -- Additional interpolation results -- The heat equation -- Strict solutions -- Regularity of generalized solutions -- Q-derivatives -- Q-derivatives of generalized solutions -- Comments on the Gross Laplacian -- The heat semigroup and its generator -- Poisson's equation -- Existence and uniqueness results -- Regularity of solutions -- The equation [Delta subscript Q]u = g -- The Liouville theorem -- Elliptic equations with variable coefficients -- Small perturbations -- Large perturbations -- Ornstein-Uhlenbeck equations -- Existence and uniqueness of strict solutions -- Classical solutions -- The Ornstein-Uhlenbeck semigroup -- [pi]-Convergence -- Properties of the [pi]-semigroup (R[subscript t]) -- The infinitesimal generator -- Elliptic equations -- Schauder estimates -- The Liouville theorem -- Perturbation results for parabolic equations. |
Record Nr. | UNINA-9910811320303321 |
Da Prato Giuseppe | ||
Cambridge : , : Cambridge University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|