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