Stochastic PDE's and Kolmogorov equations in infinite dimensions : (Record no. 1431562)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02203cam a22003014a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 11806461 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250610123748.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 991008s1999 gw b 000 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540665458 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Source of code | eng |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B2811 N9 NBHM |
| Assigning agency | CSL |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Krylov, N. V. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic PDE's and Kolmogorov equations in infinite dimensions : |
| Remainder of title | 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 |
| Statement of responsibility, etc. | / by N.V. Krylov, M. Röckner, and J. Zabczyk. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Berlin : |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 1999. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | viii, 239 p. ; |
| Dimensions | 24 cm. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture notes in mathematics ; |
| Volume/sequential designation | 1715 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic partial differential equations. |
| 9 (RLIN) | 812315 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Gaussian processes. |
| 9 (RLIN) | 812406 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Diffusion processes. |
| 9 (RLIN) | 716529 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Röckner, Michael, |
| Relator term | co-author. |
| 9 (RLIN) | 812407 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zabczyk, Jerzy. |
| Relator term | co-author. |
| 9 (RLIN) | 436963 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Da Prato, Giuseppe. |
| Relator term | editor. |
| 9 (RLIN) | 812408 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Lecture notes in mathematics ; |
| Volume/sequential designation | 1715 |
| 9 (RLIN) | 811396 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Koha item type | Textual |
| Classification part | B2811 N9 NBHM |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Central Science Library | Faculty of Mathematical Sciences Library | 2025-01-06 | New India Book Agency | B2811 N9 NBHM | SL1656201 | 2025-06-10 | 2025-06-10 | Textual |