Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions 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 /

• Main Authors: Krylov, N.V (Author, http://id.loc.gov/vocabulary/relators/aut), Röckner, M. (http://id.loc.gov/vocabulary/relators/aut), Zabczyk, J. (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Da Prato, G. (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
• Edition: 1st ed. 1999.
• Series: C.I.M.E. Foundation Subseries ; 1715
• Subjects: Probabilities.; Partial differential equations.; Probability Theory and Stochastic Processes.; Partial Differential Equations.

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...