Second order PDE's in finite and infinite dimension : a probabilistic approach / Sandra Cerrai.

This book deals with the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. The attention is focused on the regularity properties of the solutions and on the smoothing effect of the corresponding transition semigroups in the s...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Cerrai, Sandra, 1969-
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, ©2001.
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1762.
Subjects:	Stochastic partial differential equations.