Kolmogorov Equations for Stochastic PDEs e-bog
337,32 DKK
(inkl. moms 421,65 DKK)
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 tran...
E-bog
337,32 DKK
Forlag
Birkhauser
Udgivet
6 december 2012
Genrer
PBKJ
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9783034879095
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.