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Luigi Manca - Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures - 9788876423369 - V9788876423369
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Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures

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Description for Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures Paperback. This book presents a novel perspective of Markov semigroups, resulting in a better understanding of the relationships between Stochastic PDEs and Kolmogorov operators. Series: Publications of the Scuola Normale Superiore / Crm Series. Num Pages: 130 pages, biography. BIC Classification: PBKJ; PBT. Category: (P) Professional & Vocational. Dimension: 244 x 153 x 13. Weight in Grams: 304.

The book is devoted to study the relationships between Stochastic Partial Differential Equations and the associated Kolmogorov operator in spaces of continuous functions.

In the first part, the theory of a weak convergence of functions is developed in order to give general results about Markov semigroups and their generator.

In the second part, concrete models of Markov semigroups deriving from Stochastic PDEs are studied. In particular, Ornstein-Uhlenbeck, reaction-diffusion and Burgers equations have been considered. For each case the transition semigroup and its infinitesimal generator have been investigated in a suitable space of continuous functions.

The main results show that ... Read more

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Product Details

Format
Paperback
Publication date
2008
Publisher
Birkhauser Verlag AG Italy
Number of pages
130
Condition
New
Series
Publications of the Scuola Normale Superiore / Crm Series
Number of Pages
130
Place of Publication
Pisa, Italy
ISBN
9788876423369
SKU
V9788876423369
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-1

Reviews for Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures
From the reviews: “This volume of the Edizioni Della Normale is based on the authors’s thesis about the relationship of the solutions of a class stochastic partial differential equations (SPDE) with additive noise, the associated Kolmogorov operator  and the associated Markov generator  on spaces of continuous functions. … This monography gives a nice introduction to the field of measure ... Read more

Goodreads reviews for Kolmogorov Operators in Spaces of Continuous Functions and Equations for Measures


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