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 ... Mathematics / Fondazione C.I.M.E., Firenze)
1 edition
Our rough guess is there are 59,750 words in this book.
At a pace averaging 250 words per minute, this book will take 3 hours and 59 minutes to read. With a half hour per day, this will take 8 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
Contributions
- G. Da Prato (Editor) - Contributor
Publication
1999-12-15 - Springer
Language
English
Word Count
59,750 words, Guess
Page Count
239 pages
Physical Format
Paperback
Identifiers
- Open LibraryOL9063120M
- ISBN-139783540665458
- ISBN-103540665455
- OCLC Control Number504866109
- OCLC Control Number42690047
and 3 more
- OCLC Control Numberstochasticpdesko00kryl
- Library of Congress Control Number99051992
- Goodreads2038502
Classifications
- LCCQA3 .L28 no. 1715
Description
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. Röckner 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.
Subjects
Topics
Other Editions
- 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 ... Mathematics / Fondazione C.I.M.E., Firenze)
Similar Books
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!