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| Publisher | Birkhäuser |
| ISBN 13 | 9783764372163 |
| ISBN 10 | 3764372168 |
| Author | Giuseppe Da Prato |
| Book Format | Paperback |
| Language | English |
| Book Description | 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. |
| Publication Date | 15 December 2004 |
| Number of Pages | 196 pages |
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