libcats.org
Главная

Stochastic PDEs and Kolmogorov equations in infinite dimensions: Lectures

Обложка книги Stochastic PDEs and Kolmogorov equations in infinite dimensions: Lectures

Stochastic PDEs and Kolmogorov equations in infinite dimensions: Lectures

, , ,
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.
Популярные книги за неделю:

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb

Древо жизни

Автор:
Категория: Путь к себе
Размер книги: 1.70 Mb

Здоровье надо созидать

Автор:
Категория: Здоровье
Размер книги: 363 Kb

Шликерное литье

Автор:
Категория: science, science, technical
Размер книги: 5.98 Mb
Только что пользователи скачали эти книги:

Developing application frameworks in .NET

Автор:
Размер книги: 4.96 Mb

Предсказание

Автор:
Категория: Фантастика
Размер книги: 2 Kb

Tidal Phenomena (Lecture Notes in Earth Sciences 66)

Автор: , Автор: , Автор:
Размер книги: 23.10 Mb

Doctor Who: Dying in the Sun

Автор:
Категория: fiction
Размер книги: 592 Kb