M. Rockner – författare
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3 produkter
3 produkter
E-bok
PDF, Engelska, 20112 651 kr
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The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.
E-bok
PDF, Engelska, 2006427 kr
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The theory of Dirichlet forms has witnessed recently somevery important developments both in theoretical foundationsand in applications (stochasticprocesses, quantum fieldtheory, composite materials,...). It was therefore felttimely to have on this subject a CIME school, in whichleading experts in the field would present both the basicfoundations of the theory and some of the recentapplications. The six courses covered the basic theory andapplications to:- Stochastic processes and potential theory (M. Fukushimaand M. Roeckner)- Regularity problems for solutions to elliptic equations ingeneral domains (E. Fabes and C. Kenig)- Hypercontractivity of semigroups, logarithmic Sobolevinequalities and relation to statistical mechanics (L. Grossand D. Stroock).The School had a constant and active participation of youngresearchers, both from Italy and abroad.
E-bok
PDF, Engelska, 2006443 kr
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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.