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 | ||
|
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 | ||
|