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Kolmogorov Equations for Stochastic Pdes (Advanced Courses in Mathematics - Crm Barcelona)
Current price:
$59.95
This product is not returnable.
Publication Date: December 15th, 2004
Publisher:
Birkhauser
ISBN:
9783764372163
Pages:
182
Usually Ships in 1 to 5 Days
Description
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.
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