Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions: Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.

by N.V. Krylov, J. Zabczyk, M. Rückner, et al.

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...

• Format: Paperback
• Language: English
• ISBN: 3540665455
• ISBN13: 9783540665458
• Release Date: December 1999
• Publisher: Springer
• Length: 244 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"