Kolmogorov Equations for Stochastic Pdes

by G. Da Prato and Giuseppe Da Prato

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...

• 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"