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  • Hypoellipticity in an important concept in the theory of partial and stochastic differential equations, connected with the problem of existence and regularity of solutions to PDEs and densities of solutions to SDEs. In these Lecture Notes, based on three series of lectures at the Imperial College, London, three aspects related to hypoellipticity in infinite dimensional spaces are studied, with particular attention being paid to applications to stochastic PDEs.
  • Hypoellipticity in an important concept in the theory of partial and stochastic differential equations, connected with the problem of existence and regularity of solutions to PDEs and densities of solutions to SDEs. In these Lecture Notes, based on three series of lectures at the Imperial College, London, three aspects related to hypoellipticity in infinite dimensional spaces are studied, with particular attention being paid to applications to stochastic PDEs. (en)
  • Hypoelipticita je důležitý pojem v teorii parciálních a stochastických diferenciálních rovnic, svázaný s problémem existence a regularity řešení PDR a hustot řešení pro SDR. V této publikaci, založené na třech sériích přednášek na Imperial College v Londýně, jsou studovány tři aspekty spojené s hypoelipticitou v prostorech nekonečné dimenze a zvláštní pozornost je věnována aplikacím na stochastické PDR. (cs)
Title
  • An Introduction to Stochastic Differential Equations in Infinite Dimensional Spaces
  • An Introduction to Stochastic Differential Equations in Infinite Dimensional Spaces (en)
  • Úvod do stochastických diferenciálních rovnic v nekonečně rozměrných prostorech (cs)
skos:prefLabel
  • An Introduction to Stochastic Differential Equations in Infinite Dimensional Spaces
  • An Introduction to Stochastic Differential Equations in Infinite Dimensional Spaces (en)
  • Úvod do stochastických diferenciálních rovnic v nekonečně rozměrných prostorech (cs)
skos:notation
  • RIV/67985840:_____/07:00321369!RIV09-AV0-67985840
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  • P(GA201/07/0237), Z(AV0Z10190503)
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  • 409347
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  • RIV/67985840:_____/07:00321369
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  • hypoellipticity; SPDEs; Schrödinger operators (en)
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  • [6D6DEE1906B5]
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  • London
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  • Hypoellipticity. Schrödinger Operators, Analysis on Groups, Stochastic Analysis
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  • Maslowski, Bohdan
  • Guan, Q.
http://linked.open...n/vavai/riv/zamer
number of pages
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  • Matrix Press
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  • 1-905760-01-9
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