Libro Kolmogorov Equations for Stochastic Pdes (Advanced Courses in Mathematics - crm Barcelona) De Giuseppe Da Prato

portada Kolmogorov Equations for Stochastic Pdes (Advanced Courses in Mathematics - crm Barcelona)

Formato

Libro Físico

Editorial

Birkhäuser

Autor

Giuseppe Da Prato

Año

2005

Idioma

Inglés

N° páginas

196

Encuadernación

Tapa Blanda

ISBN

3764372168

ISBN13

9783764372163

N° edición

2004

Categorías

Ciencias de la computación

Kolmogorov Equations for Stochastic Pdes (Advanced Courses in Mathematics - crm Barcelona)

Giuseppe Da Prato (Autor) · Birkhäuser · Tapa Blanda

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Reseña del libro "Kolmogorov Equations for Stochastic Pdes (Advanced Courses in Mathematics - crm Barcelona)"

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.