KNOWLEDGE WORKER ナレッジワーカー



Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions 1999th ed.(Lecture Notes in Mathematics Vol.1715) P viii, 239 p

Krylov, N.V., Röckner, M., Zabczyk, J.  著

Da Prato, G.  編
在庫状況 海外在庫有り  お届け予定日 1ヶ月 
価格 \11,577(税込)         
発行年月 1999年10月
出版社/提供元
Springer-Verlag GmbH
出版国 ドイツ
言語 英語
媒体 冊子
装丁 paper
ページ数/巻数 XII, 244 p.
ジャンル 洋書/理工学/数学/数学:概論
ISBN 9783540665458
商品コード 0204025759
商品URLhttps://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0204025759

内容

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. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. Röckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.

目次