Kolmogorov equations for stochastic PDEs. [CRM, Centre de Recerca Matemàtica] / Advanced courses in mathematics

Da Prato, Giuseppe:

ISBN 10: 3764372168 / ISBN 13: 9783764372163

Published by Basel ; Boston ; Berlin : Birkhäuser, 2004

About this Item

VII, 182 S. ; 24 cm In EXCELLENT shape. We offer a lot of books on PHYSICS and MATHEMATICS on stock in EXCELLENT shape). Sprache: Englisch Gewicht in Gramm: 505.

Seller Inventory # 313490

Bibliographic Details

• Title: Kolmogorov equations for stochastic PDEs. [CRM, Centre de Recerca Matemàtica] / Advanced courses in mathematics
• Publisher: Basel ; Boston ; Berlin : Birkhäuser
• Publication Date: 2004
• Language: English
• ISBN 10: 3764372168
• ISBN 13: 9783764372163
• Binding: Originalbroschur. 24cm
• Edition: First edition.
• Condition: Wie neu
• Seller catalogs:
  • Mathematik

About this title

Synopsis

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 prerequisites are basic probability (including finite dimemsional stochastic differential equations), basic functional analysis and some elements of the theory of partial differential equations.

Review

Many of the results presented here are appearing in book form for the first time. (...) The writing style is clear. Needless to say, the level of mathematics is high and will no doubt tax the average mathematics and physics graduate student. For the devoted student, however, this book offers an excellent basis for a 1-year course on the subject. It is definitely recommended.

JASA Reviews