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Second order PDE’s in finite and infinite dimension: a probabilistic approach
This 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 s...
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| Lenguaje: | eng |
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Springer
2001
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| Acceso en línea: | https://dx.doi.org/10.1007/b80743 http://cds.cern.ch/record/1691402 |