Second order PDE's in finite and infinite dimension : a probabilistic approach / Sandra Cerrai.

• Material Type: 図書
• ISBN: 354042136X (softcover : alk. paper)
• ISSN (series): 0075-8434
• Title: Second order PDE's in finite and infinite dimension : a probabilistic approach / Sandra Cerrai.
• Series Title: Lecture notes in mathematics ; 1762
• Author Heading: Cerrai, Sandra, 1969-
• Publication, Distribution, etc.: Berlin : Springer; Tokyo : Springer
• Publication Date: c2001.
• Publication Date (W3CDTF): 2001
• Extent: ix, 330 p. ; 24 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: 確率微分方程式. Kakuritubibunhoteisiki.; 偏微分方程式. Henbibunhoteisiki.; Stochastic partial differential equations.
• LCC: QA274.25
• DDC: 519.2
• NDLC: MA211
• Note (General): Includes index.; Bibliography: p. [319]-328.
• Holding library: 国立国会図書館
• Call No.: MA211-A202
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003694986; http://id.ndl.go.jp/bib/000003694986
• Bibliographic Record Category (NDL): 211

Table of Contents

Contents

Introduction/ 1

I　Finite dimension/ 19

1　Kolmogorov equations in Rd with unbounded coefficients/ 21

1．1　Assumptions/ 23