Kolmogorov Equations for Stochastic PDEs (e-bog) af Prato, Giuseppe Da
Prato, Giuseppe Da (forfatter)

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
Forfattere Prato, Giuseppe Da (forfatter)
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.