The Resource 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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
Resource Information
The item 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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item 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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 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 finitedimensional equations, giving existence, uniqueness and regularity results. M. Rckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LPanalysis 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
 Language
 eng
 Extent
 1 online resource (viii, 239 pages).
 Contents

 On Kolmogorov's equations for finite dimensional diffusions / N.V. Krylov
 L(superscript p)analysis of finite and infinite dimensional diffusion operators / Michael Röckner
 Parabolic equations on Hilbert spaces / J. Zabczyk
 Isbn
 9783540481614
 Label
 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
 Title
 Stochastic PDE's and Kolmogorov equations in infinite dimensions
 Title remainder
 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
 Statement of responsibility
 [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
 Subject

 Diffusion processes
 Diffusion processes
 Equacoes diferenciais parciais
 Gaussian processes
 Gaussian processes
 Gaussian processes
 Kolmogorovintegralen
 Oneindige dimensie
 Partiële differentiaalvergelijkingen
 Stochastic partial differential equations
 Stochastic partial differential equations
 Stochastic partial differential equations
 Diffusion processes
 Language
 eng
 Summary
 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 finitedimensional equations, giving existence, uniqueness and regularity results. M. Rckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LPanalysis 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
 Cataloging source
 COO
 http://library.link/vocab/creatorName
 Krylov, N. V.
 Dewey number

 510 s
 519.2
 Index
 no index present
 LC call number

 QA3
 QA274.25
 LC item number
 .L28 no. 1715
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/relatedWorkOrContributorDate
 1956
 http://library.link/vocab/relatedWorkOrContributorName

 Röckner, Michael
 Zabczyk, Jerzy
 Da Prato, Giuseppe
 Centro internazionale matematico estivo
 Series statement
 Lecture notes in mathematics,
 Series volume
 1715
 http://library.link/vocab/subjectName

 Stochastic partial differential equations
 Gaussian processes
 Diffusion processes
 Diffusion processes
 Gaussian processes
 Stochastic partial differential equations
 Partiële differentiaalvergelijkingen
 Kolmogorovintegralen
 Oneindige dimensie
 Equacoes diferenciais parciais
 Label
 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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 On Kolmogorov's equations for finite dimensional diffusions / N.V. Krylov  L(superscript p)analysis of finite and infinite dimensional diffusion operators / Michael Röckner  Parabolic equations on Hilbert spaces / J. Zabczyk
 Control code
 162106271
 Dimensions
 unknown
 Extent
 1 online resource (viii, 239 pages).
 Form of item
 online
 Isbn
 9783540481614
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Specific material designation
 remote
 System control number
 (OCoLC)162106271
 Label
 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, [authors] N.V. Krylov, M. Röckner, J. Zabczyk, editor, G. Da Prato
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 On Kolmogorov's equations for finite dimensional diffusions / N.V. Krylov  L(superscript p)analysis of finite and infinite dimensional diffusion operators / Michael Röckner  Parabolic equations on Hilbert spaces / J. Zabczyk
 Control code
 162106271
 Dimensions
 unknown
 Extent
 1 online resource (viii, 239 pages).
 Form of item
 online
 Isbn
 9783540481614
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Specific material designation
 remote
 System control number
 (OCoLC)162106271
Subject
 Diffusion processes
 Diffusion processes
 Equacoes diferenciais parciais
 Gaussian processes
 Gaussian processes
 Gaussian processes
 Kolmogorovintegralen
 Oneindige dimensie
 Partiële differentiaalvergelijkingen
 Stochastic partial differential equations
 Stochastic partial differential equations
 Stochastic partial differential equations
 Diffusion processes
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