Second Order PDE’s in Finite and Infinite Dimension (Record no. 10545)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03592nam a22004815i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-540-45147-1 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190213151411.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 121227s2001 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540451471 |
| -- | 978-3-540-45147-1 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/b80743 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA370-380 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBKJ |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT007000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBKJ |
| Source | thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 515.353 |
| Edition number | 23 |
| 245 10 - TITLE STATEMENT | |
| Title | Second Order PDE’s in Finite and Infinite Dimension |
| Medium | [electronic resource] : |
| Remainder of title | A Probabilistic Approach / |
| Statement of responsibility, etc | edited by Sandra Cerrai. |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg, |
| -- | 2001. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XII, 332 p. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| International Standard Serial Number | 0075-8434 ; |
| Volume number/sequential designation | 1762 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Kolmogorov equations in Rd with unbounded coefficients -- Asymptotic behaviour of solutions -- Analyticity of the semigroup in a degenerate case -- Smooth dependence on data for the SPDE: the Lipschitz case -- Kolmogorov equations in Hilbert spaces -- Smooth dependence on data for the SPDE: the non-Lipschitz case (I) -- Smooth dependence on data for the SPDE: the non-Lipschitz case (II) -- Ergodicity -- Hamilton- Jacobi-Bellman equations in Hilbert spaces -- Application to stochastic optimal control problems. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The main objective of this monograph is the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. We focus our attention on the regularity properties of the solutions and hence on the smoothing effect of the corresponding transition semigroups in the space of bounded and uniformly continuous functions. As an application of these results, we study the associated Kolmogorov equations, the large-time behaviour of the solutions and some stochastic optimal control problems together with the corresponding Hamilton- Jacobi-Bellman equations. In the literature there exists a large number of works (mostly in finite dimen sion) dealing with these arguments in the case of bounded Lipschitz-continuous coefficients and some of them concern the case of coefficients having linear growth. Few papers concern the case of non-Lipschitz coefficients, but they are mainly re lated to the study of the existence and the uniqueness of solutions for the stochastic system. Actually, the study of any further properties of those systems, such as their regularizing properties or their ergodicity, seems not to be developed widely enough. With these notes we try to cover this gap. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Differential equations, partial. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Partial Differential Equations. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12155 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Cerrai, Sandra. |
| Relator term | editor. |
| Relator code | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783662200377 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783540421368 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Lecture Notes in Mathematics, |
| -- | 0075-8434 ; |
| Volume number/sequential designation | 1762 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/b80743 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-LNM |
| 912 ## - | |
| -- | ZDB-2-BAE |
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