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Kolmogorov Equations for Stochastic PDEs

Kolmogorov Equations for Stochastic PDEs

Giuseppe Da Prato

72,84 €
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Editorial:
Springer Nature B.V.
Año de edición:
2004
Materia
Ciencias de la computación
ISBN:
9783764372163
72,84 €
IVA incluido
Disponible

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Sobre IBD

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.

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