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On Kolmogorov’s equations for finite dimensional diffusions

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Stochastic PDE’s and Kolmogorov Equations in Infinite Dimensions

Part of the book series: Lecture Notes in Mathematics ((LNMCIME,volume 1715))

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References

  • [KO] A.N. Kolmogorov, Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung, Math. Ann., Vol. 104 (1931), 415–458.

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Authors and Affiliations

  1. School of Mathematics, University of Minnesota, 55455, Minneapolis, MN

    N. V. Krylov

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  1. N. V. Krylov
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Giueppe Da Prato

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© 1999 Springer-Verlag

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Krylov, N.V. (1999). On Kolmogorov’s equations for finite dimensional diffusions. In: Da Prato, G. (eds) Stochastic PDE’s and Kolmogorov Equations in Infinite Dimensions. Lecture Notes in Mathematics, vol 1715. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092417

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  • DOI: https://doi.org/10.1007/BFb0092417

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66545-8

  • Online ISBN: 978-3-540-48161-4

  • eBook Packages: Springer Book Archive

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