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A concise course on stochastic partial differential equations / / Claudia Prévôt, Michael Röckner
| A concise course on stochastic partial differential equations / / Claudia Prévôt, Michael Röckner |
| Autore | Prévôt Claudia |
| Edizione | [1st ed. 2007.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer, , [2007] |
| Descrizione fisica | 1 online resource (148 p.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Stochastic differential equations |
| ISBN |
1-280-90216-7
9786610902163 3-540-70781-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions. |
| Record Nr. | UNISA-996466625903316 |
Prévôt Claudia
|
||
| Berlin, Germany ; ; New York, New York : , : Springer, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
A concise course on stochastic partial differential equations / / Claudia Prévôt, Michael Röckner
| A concise course on stochastic partial differential equations / / Claudia Prévôt, Michael Röckner |
| Autore | Prévôt Claudia |
| Edizione | [1st ed. 2007.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer, , [2007] |
| Descrizione fisica | 1 online resource (148 p.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Stochastic differential equations |
| ISBN |
1-280-90216-7
9786610902163 3-540-70781-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Motivation, Aims and Examples -- Stochastic Integral in Hilbert spaces -- Stochastic Differential Equations in Finite Dimensions -- A Class of Stochastic Differential Equations in Banach Spaces -- Appendices: The Bochner Integral -- Nuclear and Hilbert-Schmidt Operators -- Pseudo Invers of Linear Operators -- Some Tools from Real Martingale Theory -- Weak and Strong Solutions: the Yamada-Watanabe Theorem -- Strong, Mild and Weak Solutions. |
| Record Nr. | UNINA-9910482992803321 |
|
Prévôt Claudia
|
||
| Berlin, Germany ; ; New York, New York : , : Springer, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Recent developments in stochastic analysis and related topics [[electronic resource] ] : proceedings of the First Sino-German Conference on Stochastic Analysis (A satellite conference of ICM 2002) , Beijing, China, 29 August - 3 September 2002 / / editors, Sergio Albeverio, Zhi-Ming Ma, Michael Roeckner
| Recent developments in stochastic analysis and related topics [[electronic resource] ] : proceedings of the First Sino-German Conference on Stochastic Analysis (A satellite conference of ICM 2002) , Beijing, China, 29 August - 3 September 2002 / / editors, Sergio Albeverio, Zhi-Ming Ma, Michael Roeckner |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2004 |
| Descrizione fisica | 1 online resource (471 p.) |
| Disciplina | 519.2/2 |
| Altri autori (Persone) |
AlbeverioSergio
MaZhi-Ming RöcknerMichael <1956-> |
| Soggetto topico | Stochastic analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-89831-7
9786611898311 981-270-224-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; List of participants; Content; Precise Gaussian estimates of heat kernels on asymptotically flat Riemannian manifolds with poles Shigeki Aida; Equivalence of bipartite quantum mixed states under local unitary transformations Sergio Albeverio, Shao-Ming Fei and Xiao-Hong Wang; Invariant Gibbs measures for the 2D vortex motion of fluids Sergio Albeverio and Benedetta Ferrario; Limit laws for sums of random exponentials Gerard Ben Arous, Leonid Bogachev and Stanislav Molchanov; Thin-Film-Growth-Models: On local solutions Dirk Blomker and Gugg Christoph
Asymptotic behaviour of solutions to the 2D stochastic Navier- Stokes equations in unbounded domains - new developments Brzniak Zdzistaw and Yu-Hong LaStochastic models of economic optimization Mu-Fa Chen; A note on the Green function estimates for symmetric stable processes Zhen-Qing Chen and Ren-Ming Song; Ornstein-Uhlenbeck semigroups on Riemannian path spaces Ana Bela Cruzeiro and Xi-Cheng Zhang; Essential spectrum on Riemannian manifolds K. D. Elworthy and Feng-Yu Wang; Levy process on real Lie algebras Uwe Franz Zeros of eigenfunctions of the generator of a gap diffusion Uta Freiberg and Jorg-Uwe LobusWick rotation for holomorphic random fields Hanno Gottschalk; White noise approach to interacting quantum field theory Zhi- Yuan Huang and Guang-Lin Rang; Generalized Hormander theorem for non-local operators T. Komatsu and A. Takeuchi; Stochastic mollifier and Nash inequality Remi Leandre; Precise estimations related to large deviations Song Liang; Central limit theorems for generalized set-valued random variables S. Li, Y. Ogura, F.N. Proske and M. L. Puri Littlewood-Paley-Stein inequalities and Riesz transforms on complete Riemannian manifolds Xiang-Dong LiThe ground state in Nelson's model with or without infrared cutoff Jozsef Lorinczi; Optimal filtering of stochastic parabolic equations S. V. Lototsky; A new example of interacting free Fock space Y.G. Lu and S. Ruggeri; Stochastic holonomy Itaru Mitoma; On the stochastic transport equation of convolution type Habib Ouerdiane and Jose Luis Silva; Forward growth rates: connecting the HJM and the BS models Alex Stefan Popovici; Independence and product systems Michael Skeide Brownian motion close to submanifolds of Riemannian manifolds N . Sidorova, O. G. Smolyanov, H. V. Weizsacker, O. Wattich |
| Record Nr. | UNINA-9910451290603321 |
| Singapore ; ; Hackensack, NJ, : World Scientific, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Recent developments in stochastic analysis and related topics [[electronic resource] ] : proceedings of the First Sino-German Conference on Stochastic Analysis (A satellite conference of ICM 2002) , Beijing, China, 29 August - 3 September 2002 / / editors, Sergio Albeverio, Zhi-Ming Ma, Michael Roeckner
| Recent developments in stochastic analysis and related topics [[electronic resource] ] : proceedings of the First Sino-German Conference on Stochastic Analysis (A satellite conference of ICM 2002) , Beijing, China, 29 August - 3 September 2002 / / editors, Sergio Albeverio, Zhi-Ming Ma, Michael Roeckner |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2004 |
| Descrizione fisica | 1 online resource (471 p.) |
| Disciplina | 519.2/2 |
| Altri autori (Persone) |
AlbeverioSergio
MaZhi-Ming RöcknerMichael <1956-> |
| Soggetto topico | Stochastic analysis |
| ISBN |
1-281-89831-7
9786611898311 981-270-224-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; List of participants; Content; Precise Gaussian estimates of heat kernels on asymptotically flat Riemannian manifolds with poles Shigeki Aida; Equivalence of bipartite quantum mixed states under local unitary transformations Sergio Albeverio, Shao-Ming Fei and Xiao-Hong Wang; Invariant Gibbs measures for the 2D vortex motion of fluids Sergio Albeverio and Benedetta Ferrario; Limit laws for sums of random exponentials Gerard Ben Arous, Leonid Bogachev and Stanislav Molchanov; Thin-Film-Growth-Models: On local solutions Dirk Blomker and Gugg Christoph
Asymptotic behaviour of solutions to the 2D stochastic Navier- Stokes equations in unbounded domains - new developments Brzniak Zdzistaw and Yu-Hong LaStochastic models of economic optimization Mu-Fa Chen; A note on the Green function estimates for symmetric stable processes Zhen-Qing Chen and Ren-Ming Song; Ornstein-Uhlenbeck semigroups on Riemannian path spaces Ana Bela Cruzeiro and Xi-Cheng Zhang; Essential spectrum on Riemannian manifolds K. D. Elworthy and Feng-Yu Wang; Levy process on real Lie algebras Uwe Franz Zeros of eigenfunctions of the generator of a gap diffusion Uta Freiberg and Jorg-Uwe LobusWick rotation for holomorphic random fields Hanno Gottschalk; White noise approach to interacting quantum field theory Zhi- Yuan Huang and Guang-Lin Rang; Generalized Hormander theorem for non-local operators T. Komatsu and A. Takeuchi; Stochastic mollifier and Nash inequality Remi Leandre; Precise estimations related to large deviations Song Liang; Central limit theorems for generalized set-valued random variables S. Li, Y. Ogura, F.N. Proske and M. L. Puri Littlewood-Paley-Stein inequalities and Riesz transforms on complete Riemannian manifolds Xiang-Dong LiThe ground state in Nelson's model with or without infrared cutoff Jozsef Lorinczi; Optimal filtering of stochastic parabolic equations S. V. Lototsky; A new example of interacting free Fock space Y.G. Lu and S. Ruggeri; Stochastic holonomy Itaru Mitoma; On the stochastic transport equation of convolution type Habib Ouerdiane and Jose Luis Silva; Forward growth rates: connecting the HJM and the BS models Alex Stefan Popovici; Independence and product systems Michael Skeide Brownian motion close to submanifolds of Riemannian manifolds N . Sidorova, O. G. Smolyanov, H. V. Weizsacker, O. Wattich |
| Record Nr. | UNINA-9910783918603321 |
| Singapore ; ; Hackensack, NJ, : World Scientific, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| ||
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 | ||
| ||