Overview
- Special attention to Kolmogorov equations; it is shown that, in each case, there exists a core of smooth functions. This fact is applied to define
- Sobolev spaces w.r.t. invariant measures and to prove, e.g., the Poincaré and log-Sobolev inequalities
- Absolute continuity of the invariant measure w.r.t. a suitable Gaussian measure is studied
Part of the book series: Advanced Courses in Mathematics - CRM Barcelona (ACMBIRK)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Keywords
Table of contents (6 chapters)
Reviews
Many of the results presented here are appearing in book form for the first time. (...) The writing style is clear. Needless to say, the level of mathematics is high and will no doubt tax the average mathematics and physics graduate student. For the devoted student, however, this book offers an excellent basis for a 1-year course on the subject. It is definitely recommended.
JASA Reviews
Authors and Affiliations
Bibliographic Information
Book Title: Kolmogorov Equations for Stochastic PDEs
Authors: Giuseppe Prato
Series Title: Advanced Courses in Mathematics - CRM Barcelona
DOI: https://doi.org/10.1007/978-3-0348-7909-5
Publisher: Birkhäuser Basel
-
eBook Packages: Springer Book Archive
Copyright Information: Springer Basel AG 2004
Softcover ISBN: 978-3-7643-7216-3Published: 15 December 2004
eBook ISBN: 978-3-0348-7909-5Published: 06 December 2012
Series ISSN: 2297-0304
Series E-ISSN: 2297-0312
Edition Number: 1
Number of Pages: VII, 182
Topics: Partial Differential Equations, Probability Theory and Stochastic Processes