Kolmogorov Equations for Stochastic PDEs

Giuseppe Da Prato

ISBN 10: 3764372168 / ISBN 13: 9783764372163

Editore: Birkhäuser Basel, Birkhäuser Basel Dez 2004, 2004

Riguardo questo articolo

This item is printed on demand - Print on Demand Titel. Neuware -Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 196 pp. Englisch.

Codice articolo 9783764372163

Dati bibliografici

• Titolo: Kolmogorov Equations for Stochastic PDEs
• Editore: Birkhäuser Basel, Birkhäuser Basel Dez 2004
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 3764372168
• ISBN 13: 9783764372163
• Rilegatura: Taschenbuch
• Condizione: Neu
• Dimensioni: 235 L x 155 A x 11 P (millimetri) 235 millimetri di larghezza per 155 millimetri di altezza per 11 millimetri di profondità
• Peso: 306 grammi

Descrizione articolo

Riassunto

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.

Recensione

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