MARC Record from harvard_bibliographic_metadata

LEADER: 02086nam a22004215a 4500
001 013856680-1
005 20131206204409.0
008 121227s2001 gw | s ||0| 0|eng d
020 $a9783540451471
020 $a9783540451471
020 $a9783540421368
024 7 $a10.1007/b80743$2doi
035 $a(Springer)9783540451471
040 $aSpringer
050 4 $aQA370-380
072 7 $aPBKJ$2bicssc
072 7 $aMAT007000$2bisacsh
082 04 $a515.353$223
100 1 $aCerrai, Sandra,$eeditor.
245 10 $aSecond Order PDE’s in Finite and Infinite Dimension :$bA Probabilistic Approach /$cedited by Sandra Cerrai.
264 1 $aBerlin, Heidelberg :$bSpringer Berlin Heidelberg,$c2001.
300 $aIX, 330 pp.$bonline resource.
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
347 $atext file$bPDF$2rda
490 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v1762
520 $aThis 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.
650 20 $aDifferential equations, Partial.
650 10 $aMathematics.
650 0 $aDistribution (Probability theory)
650 0 $aMathematics.
650 0 $aDifferential equations, partial.
650 24 $aProbability Theory and Stochastic Processes.
776 08 $iPrinted edition:$z9783540421368
830 0 $aLecture Notes in Mathematics ;$v1762.
988 $a20131128
906 $0VEN