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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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||