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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
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 $-functional Calculus -- Irena Lasiecka: Optimal Control Problems and Riccati Equations for Systems with Unbounded Controls and Partially Analytic Generators-Applications to Boundary and Point Control Problems -- Alessandra Lunardi: An Introduction to Parabolic Moving Boundary Problems -- Roland Schnaubelt: Asymptotic Behaviour of Parabolic Nonautonomous Evolution Equations.
Record Nr. UNINA-9910144609003321
Da Prato Giuseppe  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Functional Analytic Methods for Evolution Equations [[electronic resource] /] / by Giuseppe Da Prato, Peer Christian Kunstmann, Irena Lasiecka, Alessandra Lunardi, Roland Schnaubelt, Lutz Weis ; edited by Mimmo Iannelli, Rainer Nagel, Susanna Piazzera
Functional Analytic Methods for Evolution Equations [[electronic resource] /] / by Giuseppe Da Prato, Peer Christian Kunstmann, Irena Lasiecka, Alessandra Lunardi, Roland Schnaubelt, Lutz Weis ; edited by Mimmo Iannelli, Rainer Nagel, Susanna Piazzera
Autore Da Prato Giuseppe
Edizione [1st ed. 2004.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2004
Descrizione fisica 1 online resource (CDLXXXIV, 474 p.)
Disciplina 515.353
Collana Lecture Notes in Mathematics
Soggetto topico Differential equations
Partial differential equations
Fourier analysis
Operator theory
Calculus of variations
Probabilities
Ordinary Differential Equations
Partial Differential Equations
Fourier Analysis
Operator Theory
Calculus of Variations and Optimal Control; Optimization
Probability Theory and Stochastic Processes
ISBN 3-540-44653-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface -- Giuseppe Da Prato: An Introduction to Markov Semigroups -- Peer C. Kunstmann and Lutz Weis: Maximal$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
Opac: Controlla la disponibilità qui
Introduction to Stochastic Analysis and Malliavin Calculus [[electronic resource] /] / by Giuseppe Da Prato
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
Opac: Controlla la disponibilità qui
Second order partial differential equations in Hilbert spaces / / Giuseppe Da Prato, Jerzy Zabczyk [[electronic resource]]
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
Opac: Controlla la disponibilità qui
Second order partial differential equations in Hilbert spaces / / Giuseppe Da Prato, Jerzy Zabczyk [[electronic resource]]
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
Opac: Controlla la disponibilità qui
Second order partial differential equations in Hilbert spaces / / Giuseppe Da Prato, Jerzy Zabczyk [[electronic resource]]
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
Opac: Controlla la disponibilità qui