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.

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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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Krylov, N. V. (Nikolaĭ Vladimirovich)
Corporate Author:	Centro internazionale matematico estivo
Other Authors:	Röckner, Michael, 1956-, Zabczyk, Jerzy, Da Prato, Giuseppe
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, ©1999.
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1715.
Subjects:	Stochastic partial differential equations. Gaussian processes. Diffusion processes.