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Krylov N., Roeckner M., Zabczyk J. — Lecture Notes in Mathematics (1715). 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
Krylov N., Roeckner M., Zabczyk J. — Lecture Notes in Mathematics (1715). 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

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Название: Lecture Notes in Mathematics (1715). 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

Авторы: Krylov N., Roeckner M., Zabczyk J.

Аннотация:

Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. R?ckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.


Язык: en

Рубрика: Математика/

Тип: Журнал Lecture Notes in Mathematics

Статус предметного указателя: Неизвестно

ed2k: ed2k stats

Год издания: 1999

Количество страниц: 249

Добавлена в каталог: 16.07.2014

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