Kolmogorov Equations for Stochastic PDEs
(Sprache: Englisch)
This textbook gives an introduction to stochastic partial differential equations such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. Several properties of corresponding transition semigroups are studied, such as Feller...
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Produktinformationen zu „Kolmogorov Equations for Stochastic PDEs “
This textbook gives an introduction to stochastic partial differential equations such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. Several properties of corresponding transition semigroups are studied, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariantg measures. Moreover, the transition semigroups are interpreted as generalized solutions of Kologorov equations.
The prerequisites are basic probability (including finite dimemsional stochastic differential equations), basic functional analysis and some elements of the theory of partial differential equations.
The prerequisites are basic probability (including finite dimemsional stochastic differential equations), basic functional analysis and some elements of the theory of partial differential equations.
Inhaltsverzeichnis zu „Kolmogorov Equations for Stochastic PDEs “
- Introduction and Preliminaries- Stochastic Perturbations of Linear Equations
- Stochastic Differential Equations with Lipschitz Nonlinearities
- Reaction-Diffusion Equations
- The Stochastic Burgers Equation
- The Stochastic 2D Navier-Stokes Equation
- Bibliography
- Index
Bibliographische Angaben
- Autor: Giuseppe Da Prato
- 2004, 2004, VII, 182 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3764372168
- ISBN-13: 9783764372163
- Erscheinungsdatum: 15.12.2004
Sprache:
Englisch
Rezension zu „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. It is definitely recommended.
Pressezitat
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
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