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  • Giuseppe Da Prato
    978-3-0348-7909-5
    2004
    Edition 1
    • Special 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

    €419

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