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/
N.V. Krylov, M. Röckner, J. Zabczyk ; editor, G. Da Prato.
- Berlin; New York: Springer, c1999.
- viii, 239 p.; 24 cm.
- Lecture notes in mathematics, 1715 0075-8434; .
- Lecture notes in mathematics (Springer-Verlag); 1715. .
Includes bibliographical references.
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