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Del 1762 i serien Lecture Notes in Mathematics

Second Order PDE's in Finite and Infinite Dimension

A Probabilistic Approach

Häftad, Engelska, 2001

AvSandra Cerrai

709 kr

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This book deals with the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. The attention is focused on the regularity properties of the solutions and on the smoothing effect of the corresponding transition semigroups in the space of bounded and uniformly continuous functions. The application is to the study of the associated Kolmogorov equations, the large time behaviour of the solutions and some stochastic optimal control problems. The techniques are from the theory of diffusion processes and from stochastic analysis, but also from the theory of partial differential equations with finitely and infinitely many variables.

Produktinformation

  • Utgivningsdatum2001-06-20
  • Mått155 x 235 x 19 mm
  • Vikt518 g
  • FormatHäftad
  • SpråkEngelska
  • SerieLecture Notes in Mathematics
  • Antal sidor332
  • FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • ISBN9783540421368

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