LIBROS DEL AUTOR: michael rockner

4 resultados para LIBROS DEL AUTOR: michael rockner

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  • Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts
    Michael Röckner / Viorel Barbu
    This book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory of probabilistically weak solutions to McKean-Vlasov stochastic differential equations and the corresponding nonlinear Markov processes. These are widely acknowledged as essenti...
    Disponible

    78,89 €

  • Stochastic Porous Media Equations
    Giuseppe Da Prato / Michael Röckner / Viorel Barbu
    Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found.The porous media equatio...
    Disponible

    66,65 €

  • A Concise Course on Stochastic Partial Differential Equations
    Claudia Prévôt / Michael Röckner
    These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the 'martingale measure approach', the 'mild solution approach' and the 'variational approach'. The purpose of these notes is to give a concise and as self-contained as possible an introduction to...
    Disponible

    54,63 €

  • Introduction to the Theory of (Non-Symmetric) Dirichlet Forms
    Michael Röckner / Zhi-Ming Ma
    The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two au...
    Disponible

    103,50 €