Stochastic PDE's and Kolmogorov equations in infinite dimensions. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME) held in Cetraro, Italy, August 24 - September 1, 1998

DOI10.1007/BFb0092416zbMath0927.00037MaRDI QIDQ1125577

Zabczyk, Jerzy, Michael Roeckner, Nicolai V. Krylov

Publication date: 7 December 1999

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Lectures; Kolmogorov equations; Cetraro (Italy); CIME; Infinite dimensions; Stochastic PDE's

Mathematics Subject Classification ID

00B25: Proceedings of conferences of miscellaneous specific interest

60H15: Stochastic partial differential equations (aspects of stochastic analysis)