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 in ... » 

Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables, connected with stochastic differential equations in finite or infinite dimensional spaces. These equations can be studied both by probabilistic and by analytic methods. «