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Kolmogorov Equations for Stochastic PDEs
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Description for Kolmogorov Equations for Stochastic PDEs
Paperback. 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. Series: Advanced Courses in Mathematics - CRM Barcelona. Num Pages: 189 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 10. Weight in Grams: 630.
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.
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.
Product Details
Format
Paperback
Publication date
2004
Publisher
Birkhauser Verlag AG Switzerland
Number of pages
189
Condition
New
Series
Advanced Courses in Mathematics - CRM Barcelona
Number of Pages
182
Place of Publication
Basel, Switzerland
ISBN
9783764372163
SKU
V9783764372163
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Kolmogorov Equations for Stochastic PDEs
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. ... Read more