Analytical methods for Kolmogorov equations / Luca Lorenzi.
Material type:
TextSeries: Monographs and research notes in mathematicsPublication details: Boca Raton : CRC Press, ©2017.Edition: 2nd edDescription: xxxix, 566 pages : illustrations ; 26 cmISBN: - 9781482243321 (hbk : acidfree paper)
- 519.233 23 L869
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.233 L869 (Browse shelf(Opens below)) | Available | 137826 |
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| 519.233 K97 Statistical inference for ergodic diffusion processes | 519.233 L734 Semi-Markov processes and reliability | 519.233 L734 Semi-Markov processes and reliability | 519.233 L869 Analytical methods for Kolmogorov equations / | 519.233 M232 Dynamic programming in Markov chains | 519.233 M232 Dynamic programming in Markov chains | 519.233 M272 Analytical treatment of onedimensional Markov processes |
Includes bibliographical references and index.
I. Autonomous Kolmogorov equations --
II. Non-autonomous Kolmogorov equations --
III. Appendices.
The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.
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