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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 - Lecture Notes in Mathematics / C.i.m.e. Fo 1999 edition
N. V. Krylov
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 - Lecture Notes in Mathematics / C.i.m.e. Fo 1999 edition
N. V. Krylov
Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables, connected with stochastic differential equations in finite or infinite dimensional spaces. These equations can be studied both by probabilistic and by analytic methods.
244 pages, biography
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | October 19, 1999 |
ISBN13 | 9783540665458 |
Publishers | Springer-Verlag Berlin and Heidelberg Gm |
Pages | 244 |
Dimensions | 155 × 235 × 13 mm · 362 g |
Language | English French |
Editor | Da Prato, G. |