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 /

Bibliographic Details

Main Author:	Krylov, N. V. (Nikolaĭ Vladimirovich)
Other Authors:	Röckner, Michael, 1956-, Zabczyk, Jerzy, Da Prato, Giuseppe
Format:	Book
Language:	English
Published:	Berlin ; New York : Springer, [1999]
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1715.
Subjects:	Stochastic partial differential equations. Gaussian processes. Diffusion processes.