Kolmogorov Equations for Stochastic Pdes

by G. Da Prato and Giuseppe Da Prato

This textbook gives an introduction to stochastic partial differential equations such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. Several properties of corresponding transition semigroups are studied, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariantg measures. Moreover, the transition semigroups are interpreted as generalized solutions of Kologorov equations.
The...

• Format: Paperback
• Language: English
• ISBN: 3764372168
• ISBN13: 9783764372163
• Release Date: December 2004
• Publisher: Birkhauser
• Length: 182 Pages
• Weight: 0.62 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"