Kolmogorov Equations for Stochastic PDEs
Download or Read eBook Kolmogorov Equations for Stochastic PDEs PDF written by Giuseppe Da Prato and published by Birkhäuser. This book was released on 2012-12-06 with total page 188 pages. Available in PDF, EPUB and Kindle.
Author | : Giuseppe Da Prato |
Publisher | : Birkhäuser |
Total Pages | : 188 |
Release | : 2012-12-06 |
ISBN-10 | : 9783034879095 |
ISBN-13 | : 3034879091 |
Rating | : 4/5 (95 Downloads) |
Book Synopsis Kolmogorov Equations for Stochastic PDEs by : Giuseppe Da Prato
Book excerpt: 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.