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Titlebook: Stochastic PDE‘s and Kolmogorov Equations in Infinite Dimensions; Lectures given at th Nikolai A. Krylov,Jerzy Zabczyk,Michael Röckner,Gi B

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书目名称Stochastic PDE‘s and Kolmogorov Equations in Infinite Dimensions
副标题Lectures given at th
编辑Nikolai A. Krylov,Jerzy Zabczyk,Michael Röckner,Gi
视频video
概述Includes supplementary material:
丛书名称Lecture Notes in Mathematics
图书封面Titlebook: Stochastic PDE‘s and Kolmogorov Equations in Infinite Dimensions; Lectures given at th Nikolai A. Krylov,Jerzy Zabczyk,Michael Röckner,Gi B
描述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.
出版日期Book 1999
关键词Dirichlet form; Dirichlet forms; Gaussian measure; Kolmogorov equations; Markov property; Martingale; Orns
版次1
doihttps://doi.org/10.1007/BFb0092416
isbn_softcover978-3-540-66545-8
isbn_ebook978-3-540-48161-4Series ISSN 0075-8434 Series E-ISSN 1617-9692
issn_series 0075-8434
copyrightSpringer-Verlag Berlin Heidelberg 1999
The information of publication is updating

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and formal verification of digitalcircuits. The book presents the central idea of approaching designautomation problems for logic-level circuits by specific Booleanreasoning techniques. .While Boolean reasoning techniques have been a central element oftwo-level circuit theory for many decades .Reas
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Lecture Notes in Mathematicshttp://image.papertrans.cn/s/image/878073.jpg
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0075-8434 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 Gaussia
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J. Zabczykesis and verification and elaborates their intimate relationshipto provide further intuition and insight into the subject. Numerousexamples are provide for ease in understanding the material. ..Reasoning in Boolean Networks. is intended for researchers inlogic synthesis, VLSI testing and formal veri
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