top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
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 / / N. V. Krylov, M. Rockner, J. Zabczyk ; editor, G. Da Prato
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 / / N. V. Krylov, M. Rockner, J. Zabczyk ; editor, G. Da Prato
Autore Krylov N. V (Nikolaĭ Vladimirovich)
Edizione [1st ed. 1999.]
Pubbl/distr/stampa ©1999
Descrizione fisica 1 online resource (XII, 244 p.)
Disciplina 519.2
Collana Lecture notes in mathematics (Springer-Verlag)
Soggetto topico Stochastic partial differential equations
ISBN 3-540-48161-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto N.V. Krylov: On Kolmogorov's equations for finite dimensional diffusions: Solvability of Ito's stochastic equations; Markov property of solution; Conditional version of Kolmogorov's equation; Differentiability of solutions of stochastic equations with respect to initial data; Kolmogorov's equations in the whole space; Some Integral approximations of differential operators; Kolmogorov's equations in domains -- M. Roeckner: LP-analysis of finite and infinite dimensional diffusion operators: Solution of Kolmogorov equations via sectorial forms; Symmetrizing measures; Non-sectorial cases: perturbations by divergence free vector fields; Invariant measures: regularity, existence and uniqueness; Corresponding diffusions and relation to Martingale problems -- J. Zabczyk: Parabolic equations on Hilbert spaces: Heat equation; Transition semigroups; Heat equation with a first order term; General parabolic equations; Regularity and Quiqueness; Parabolic equations in open sets; Applications.
Record Nr. UNISA-996466653603316
Krylov N. V (Nikolaĭ Vladimirovich)  
©1999
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
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 / / N. V. Krylov, M. Rockner, J. Zabczyk ; editor, G. Da Prato
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 / / N. V. Krylov, M. Rockner, J. Zabczyk ; editor, G. Da Prato
Autore Krylov N. V (Nikolaĭ Vladimirovich)
Edizione [1st ed. 1999.]
Pubbl/distr/stampa ©1999
Descrizione fisica 1 online resource (XII, 244 p.)
Disciplina 519.2
Collana Lecture notes in mathematics (Springer-Verlag)
Soggetto topico Stochastic partial differential equations
ISBN 3-540-48161-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto N.V. Krylov: On Kolmogorov's equations for finite dimensional diffusions: Solvability of Ito's stochastic equations; Markov property of solution; Conditional version of Kolmogorov's equation; Differentiability of solutions of stochastic equations with respect to initial data; Kolmogorov's equations in the whole space; Some Integral approximations of differential operators; Kolmogorov's equations in domains -- M. Roeckner: LP-analysis of finite and infinite dimensional diffusion operators: Solution of Kolmogorov equations via sectorial forms; Symmetrizing measures; Non-sectorial cases: perturbations by divergence free vector fields; Invariant measures: regularity, existence and uniqueness; Corresponding diffusions and relation to Martingale problems -- J. Zabczyk: Parabolic equations on Hilbert spaces: Heat equation; Transition semigroups; Heat equation with a first order term; General parabolic equations; Regularity and Quiqueness; Parabolic equations in open sets; Applications.
Record Nr. UNINA-9910146311803321
Krylov N. V (Nikolaĭ Vladimirovich)  
©1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui