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Second Order PDE's in Finite & Infinite Dimensions [Paperback]

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Item description for Second Order PDE's in Finite & Infinite Dimensions by Sandra Cerrai...

This book deals with the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. The attention is focused on the regularity properties of the solutions and on the smoothing effect of the corresponding transition semigroups in the space of bounded and uniformly continuous functions. The application is to the study of the associated Kolmogorov equations, the large time behaviour of the solutions and some stochastic optimal control problems. The techniques are from the theory of diffusion processes and from stochastic analysis, but also from the theory of partial differential equations with finitely and infinitely many variables.

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Item Specifications...

Pages   330
Est. Packaging Dimensions:   Length: 0.75" Width: 6" Height: 9.25"
Weight:   1.1 lbs.
Binding  Softcover
Release Date   Jun 27, 2001
Publisher   Springer
ISBN  354042136X  
ISBN13  9783540421368  

Availability  146 units.
Availability accurate as of Oct 22, 2016 05:01.
Usually ships within one to two business days from La Vergne, TN.
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Product Categories

1Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Statistics
2Books > Subjects > Medicine > General
3Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Differential Equations
4Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
5Books > Subjects > Science > General
6Books > Subjects > Science > Mathematics > Applied > Differential Equations
7Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
8Books > Subjects > Science > Mathematics > General

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