Stochastic PDE s and Kolmogorov equations in infinite dimensions : lectures given at the 2nd session of the Centro internazionale matematico estivo (CIME) held in Cetraro, Italy, August 24-September 1, 1998
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...
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
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Springer
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Cham : Springer Nature |
| Edice: | Lecture notes in mathematics
1715 |
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ISSN et numérotation dans la collection principale : 1617-9692 ; 1715 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
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| Edition sous un autre format: | • Stochastic PDE's and Kolmogorov equations in infinite dimensions, lectures given at the 2nd session of the Centro internazionale matematico estivo (CIME) held in Cetraro, Italy, August 24-September 1, 1998, N. V. Krylov, M. Röckner, J. Zabczyk, 1999, Berlin, Springer, 1 vol. (VIII-239 p.), Lecture notes in mathematics, 3-540-66545-5 • Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions, Texte imprimé, 9783662168448 |