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/BFB0092416zbMATH Open0927.00037MaRDI QIDQ1125577FDOQ1125577
Authors: N. V. Krylov, Michael Röckner, Jerzy Zabczyk 
Publication date: 7 December 1999
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Proceedings of conferences of miscellaneous specific interest (00B25)
Cited In (6)
- On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
- A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis
- Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
- Kolmogorov Equations Associated to the Stochastic Two Dimensional Euler Equations
- Approximation properties of residual neural networks for Kolmogorov PDEs
- Hegselmann-Krause model with environmental noise
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