Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions: Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.

by N.V. Krylov, J. Zabczyk, M. Rückner, et al.

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540665455
• ISBN13: 9783540665458
• Release Date: December 1999
• Publisher: Springer
• Length: 244 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"