Kolmogorov Equations for Stochastic PDEs

  • Giuseppe Da Prato

Part of the Advanced Courses in Mathematics CRM Barcelona book series (ACMBIRK)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Giuseppe Da Prato
    Pages 1-14
  3. Giuseppe Da Prato
    Pages 15-57
  4. Giuseppe Da Prato
    Pages 99-130
  5. Giuseppe Da Prato
    Pages 131-153
  6. Giuseppe Da Prato
    Pages 155-172
  7. Back Matter
    Pages 173-182

About this book


Burger's equation Gaussian measure Kolmogorov equations Navier-Stokes Reaction-diffusion equations Sobolev space Stochastic PDE partial differential equation

Authors and affiliations

  • Giuseppe Da Prato
    • 1
  1. 1.Dipartimento di MatematicaScuola Normale SuperiorePisaItaly

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