N.V. Krylov

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions

Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)held in Cetraro, Italy, August 24 - September 1, 1998

Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic ...

Controlled Diffusion Processes

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 19...

Nonlinear Elliptic and Parabolic Equations of the Second Order

Approach your problems from the It isn't that they can't see the right end and begin with the solution. It is that they can't see answers. Then one da...

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions

Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cetraro, Italy, August 24-September 1, 1998

...