Krylov, N. V., 1879-1955.

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

3540665455 (softcover)

99051992

GB99-76468


Stochastic partial differential equations;
Gaussian processes.
Diffusion processes.
Gaussian processes.
Diffusion processes.
Stochastic partial differential equations;

510 s 519.2