Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Autor N. V. Krylov, M. Röckner, J. Zabczyk Editat de G. Da Pratoen Limba Engleză Paperback – 19 oct 1999
Preț: 340.50 lei
Nou
Puncte Express: 511
Preț estimativ în valută:
60.24€ • 70.18$ • 52.61£
60.24€ • 70.18$ • 52.61£
Carte tipărită la comandă
Livrare economică 19 ianuarie-02 februarie 26
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9783540665458
ISBN-10: 3540665455
Pagini: 256
Ilustrații: XII, 244 p.
Dimensiuni: 155 x 233 x 15 mm
Greutate: 0.39 kg
Ediția:1999
Editura: Springer
Locul publicării:Berlin, Heidelberg, Germany
ISBN-10: 3540665455
Pagini: 256
Ilustrații: XII, 244 p.
Dimensiuni: 155 x 233 x 15 mm
Greutate: 0.39 kg
Ediția:1999
Editura: Springer
Locul publicării:Berlin, Heidelberg, Germany
Public țintă
ResearchCuprins
N.V. Krylov: On Kolmogorov's equations for finite dimensional diffusions: Solvability of Ito's stochastic equations; Markov property of solution; Conditional version of Kolmogorov's equation; Differentiability of solutions of stochastic equations with respect to initial data; Kolmogorov's equations in the whole space; Some Integral approximations of differential operators; Kolmogorov's equations in domains.- M. Roeckner: LP-analysis of finite and infinite dimensional diffusion operators: Solution of Kolmogorov equations via sectorial forms; Symmetrizing measures; Non-sectorial cases: perturbations by divergence free vector fields; Invariant measures: regularity, existence and uniqueness; Corresponding diffusions and relation to Martingale problems.- J. Zabczyk: Parabolic equations on Hilbert spaces: Heat equation; Transition semigroups; Heat equation with a first order term; General parabolic equations; Regularity and Quiqueness; Parabolic equations in open sets; Applications.
Caracteristici
Includes supplementary material: sn.pub/extras