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 /

• Κύριοι συγγραφείς: Krylov, N.V (Συγγραφέας, 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)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Da Prato, G. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
• Έκδοση: 1st ed. 1999.
• Σειρά: C.I.M.E. Foundation Subseries ; 1715
• Θέματα: 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...