000			02203cam a22003014a 4500
001			11806461
005			20250610123748.0
008			991008s1999 gw b 000 0 eng
020			_a9783540665458
040			_aCSL _cCSL
041			_2eng _aeng
084			_aB2811 N9 NBHM _qCSL
100	1		_aKrylov, N. V. _eauthor.
245	1	0	_aStochastic PDE's and Kolmogorov equations in infinite dimensions : _blectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24- September 1, 1998
260			_aBerlin : _bSpringer, _c1999.
300			_aviii, 239 p. ; _c24 cm.
490	1		_aLecture notes in mathematics ; _v1715
504			_aIncludes bibliographical references.
520			_aKolmogorov 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.
650		0	_aStochastic partial differential equations. _9812315
650		0	_aGaussian processes. _9812406
650		0	_aDiffusion processes. _9716529
700	1		_aRöckner, Michael, _eco-author. _9812407
700	1		_aZabczyk, Jerzy. _eco-author. _9436963
700	1		_aDa Prato, Giuseppe. _eeditor. _9812408
830		0	_aLecture notes in mathematics ; _v1715 _9811396
942			_2CC _n0 _cTEXL _hB2811 N9 NBHM
999			_c1431562 _d1431562