Infinite-dimensional elliptic operators and parabolic equations connected with them

Abstract

CONTENTS Introduction Chapter I. Elliptic differential operators in infinite-dimensional space § 1. Scales of Hilbert spaces § 2. Functional derivatives and differential expressions related to them Chapter II. Measures in scales of Hilbert spaces § 1. Gaussian measures § 2. Random variables. Stochastic equations Chapter III. Parabolic equations of the second order § 1. Equations with constant coefficients § 2. Equations with variable coefficients § 3. Self-adjoint elliptic operators References