M. Röckner - Böcker
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3 produkter
3 produkter
Dirichlet Forms and Stochastic Processes
Proceedings of the International Conference held in Beijing, China, October 25-31, 1993
Inbunden, Engelska, 1995
2 435 kr
Skickas inom 3-6 vardagar
No detailed description available for "Dirichlet Forms and Stochastic Processes".
Del 1563 - Lecture Notes in Mathematics
Dirichlet Forms
Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Varenna, Italy, June 8-19, 1992
Häftad, Engelska, 1993
377 kr
Skickas inom 10-15 vardagar
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.
Del 1715 - Lecture Notes in Mathematics
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
Häftad, Engelska, 1999
408 kr
Skickas inom 7-10 vardagar
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. Rockner 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.