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![]( "Buchcover ISBN 9783034879095")
Many of the results presented here are appearing in book form for the first time. (...) The writing style is clear. Needless to say, the level of mathematics is high and will no doubt tax the average mathematics and physics graduate student. For the devoted student, however, this book offers an excellent basis for a 1-year course on the subject. It is definitely recommended.
JASA Reviews
Kolmogorov Equations for Stochastic PDEs
von Giuseppe Da PratoSpecial attention to Kolmogorov equations; it is shown that, in each case, there exists a core of smooth functions. This fact is applied to define Sobolev spaces w. r. t. invariant measures and to prove, e. g., the Poincaré and log-Sobolev inequalities Absolute continuity of the invariant measure w. r. t. a suitable Gaussian measure is studied
