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Books

Controlled Diffusion Processes
Controlled Diffusion Processes
Controlled Diffusion Processes »
 
 
 
 
 

Lectures On Elliptic And Parabolic Equations In Holder Spaces
Lectures On Elliptic And Parabolic Equations In Holder Spaces
These lectures concentrate on fundamentals of the modern theory of linear elliptic and parabolic equations in H older spaces. The main object of study is the... »
 
 
 
 
 

Lectures On Elliptic And Parabolic Equations In Sobolev Spaces
Lectures On Elliptic And Parabolic Equations In Sobolev Spaces
Lectures on Elliptic and Parabolic Equations in Sobolev Spaces »
 
 
 
 
 

Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions
Stochastic Pde's and Kolmogorov Equations in Infinite Dimensions
Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables, connected with stochastic differential equations ... »