LMS: 229 Ergodicity Dimensionl Sys (London Mathematical Society Lecture Note Series, Series Number 229) - Softcover

Prato/Zabczyk, Da

Softcover

ISBN 10: 0521579007 ISBN 13: 9780521579001

Publisher: Cambridge University Press, 2008

Synopsis

This book is devoted to the asymptotic properties of solutions of stochastic evolution equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical systems; invariant measures for stochastic evolution equations; invariant measures for specific models. The focus is on models of dynamical processes affected by white noise, which are described by partial differential equations such as the reaction-diffusion equations or Navier–Stokes equations. Besides existence and uniqueness questions, special attention is paid to the asymptotic behaviour of the solutions, to invariant measures and ergodicity. Some of the results found here are presented for the first time. For all whose research interests involve stochastic modelling, dynamical systems, or ergodic theory, this book will be an essential purchase.

About this title

Review:

"In the reviewer's opinion, the monograph provides an important contribution to the theory of stochastic infinite-dimensional systems, especially to the investigation of their asymptotic behavior....Although the authors concentrate on their own results, they also have taken an important and successful step in this direction." Bohdan Maslowski, Mathematical Reviews

Book Description:

This book is devoted to the asymptotic properties of solutions of stochastic evolution equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical systems; invariant measures for stochastic evolution equations; invariant measures for specific models. Some of the results found here are presented for the first time. For all whose research interests involve stochastic modelling, dynamical systems, or ergodic theory, this book will be an essential purchase.

About this edition

• Publisher: Cambridge University Press
• Publication date: 2008
• ISBN 10: 0521579007
• ISBN 13: 9780521579001
• Binding: Paperback
• Number of pages: 352